Time-changed birth processes and multiname credit derivatives (Q3100403)
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scientific article; zbMATH DE number 5978578
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Time-changed birth processes and multiname credit derivatives |
scientific article; zbMATH DE number 5978578 |
Statements
Time-Changed Birth Processes and Multiname Credit Derivatives (English)
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24 November 2011
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asset pricing
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portfolio credit derivatives
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risk management
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hedging
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self-exciting point processes
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birth process
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time change
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0.8545645475387573
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0.7837610244750977
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0.7712187170982361
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0.7615006566047668
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0.7537792325019836
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