Flexing the default barrier (Q2866385)
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scientific article; zbMATH DE number 6238228
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Flexing the default barrier |
scientific article; zbMATH DE number 6238228 |
Statements
Flexing the default barrier (English)
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13 December 2013
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credit default swap
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structural model
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default boundary
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Green's function
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calibration
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0.7963821887969971
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0.7935954928398132
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0.7912119030952454
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0.7845281362533569
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0.7700618505477905
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