Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (Q4555081)

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scientific article; zbMATH DE number 6981194
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Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market
scientific article; zbMATH DE number 6981194

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    Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market (English)
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    19 November 2018
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    default risk
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    survival probability
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    Madan-Unal model
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    credit default swap
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