A modified structural model for credit risk (Q2909350)
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scientific article; zbMATH DE number 6074153
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A modified structural model for credit risk |
scientific article; zbMATH DE number 6074153 |
Statements
A modified structural model for credit risk (English)
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30 August 2012
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structural model
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indifference pricing
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HJB equation
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Green's function
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credit spread
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0.7653504610061646
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0.7652734518051147
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0.7593817114830017
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0.7571489214897156
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