A structural jump threshold framework for credit risk (Q2819097)
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scientific article; zbMATH DE number 6630542
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A structural jump threshold framework for credit risk |
scientific article; zbMATH DE number 6630542 |
Statements
28 September 2016
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Lévy processes
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Lévy copula
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credit risk
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structural models
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reduced form models
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A structural jump threshold framework for credit risk (English)
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0.881687581539154
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0.7857815623283386
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0.7847968339920044
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0.7838603854179382
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0.7793092131614685
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