Defaultable bonds with an infinite number of Lévy factors (Q3066637)
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scientific article; zbMATH DE number 5834872
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Defaultable bonds with an infinite number of Lévy factors |
scientific article; zbMATH DE number 5834872 |
Statements
Defaultable bonds with an infinite number of Lévy factors (English)
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11 January 2011
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Lévy processes
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defaultable bonds
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credit misk
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conditional Markov chain
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0.8599527
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0.84602976
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0.84287417
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0.83232594
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0.83086145
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0.8307282
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0.82747585
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