Single and joint default in a structural model with purely discontinuous asset prices (Q3557566)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5700387
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Single and joint default in a structural model with purely discontinuous asset prices |
scientific article; zbMATH DE number 5700387 |
Statements
Single and joint default in a structural model with purely discontinuous asset prices (English)
0 references
23 April 2010
0 references
credit risk
0 references
structural models
0 references
Lévy asset prices
0 references
default probability
0 references
joint default
0 references
0.7847968339920044
0 references
0.7771636843681335
0 references
0.7748898267745972
0 references
0.7747043967247009
0 references
0.7713870406150818
0 references
