An intensity-based approach for equity modeling (Q2862438)
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scientific article; zbMATH DE number 6227439
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An intensity-based approach for equity modeling |
scientific article; zbMATH DE number 6227439 |
Statements
An intensity-based approach for equity modeling (English)
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15 November 2013
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equity modeling
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reduced-form model
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default process
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Kalman filter
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0.8427156
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0.8398454
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0.83610785
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0.8272426
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0.82503355
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0.82427025
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