On Models of Default Risk (Q2707142)

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On Models of Default Risk
scientific article

    Statements

    title
    On Models of Default Risk (English)
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    author
    Robert J. Elliott
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    Marc Yor
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    publication date
    29 March 2001
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    zbMATH Keywords
    default visk
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    filtration
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    martingale
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    Identifiers

    zbMATH DE Number
    1582850
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    Wikidata QID
    Q101579996
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    OpenAlex ID
    W2009488837
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