A simple top-down approach for pricing portfolio credit derivatives (Q2859944)
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scientific article; zbMATH DE number 6230350
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple top-down approach for pricing portfolio credit derivatives |
scientific article; zbMATH DE number 6230350 |
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19 November 2013
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default contagion
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branching process
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pricing model
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A simple top-down approach for pricing portfolio credit derivatives (English)
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0.7960990071296692
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0.7894548773765564
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0.780780553817749
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0.7787347435951233
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