REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (Q3022103)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS |
scientific article |
Statements
REINFORCED URN PROCESSES FOR MODELING CREDIT DEFAULT DISTRIBUTIONS (English)
0 references
22 June 2005
0 references
default probability
0 references
credit spreads
0 references
Polya urn schemes
0 references
Dirichlet process
0 references
BetaStacy process
0 references
