Default times in a continuous time Markov chain economy (Q4584997)
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scientific article; zbMATH DE number 6932196
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Default times in a continuous time Markov chain economy |
scientific article; zbMATH DE number 6932196 |
Statements
Default Times in a Continuous Time Markov Chain Economy (English)
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5 September 2018
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continuous time
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Markov chain
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default time
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stochastic discount function
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credit risk
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0.8611443042755127
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0.7895186543464661
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0.7836180925369263
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0.73832768201828
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