No label defined (Q4657105)
From MaRDI portal
scientific article; zbMATH DE number 2144815
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 2144815 |
Statements
14 March 2005
0 references
credit risk
0 references
credit derivative
0 references
default risk
0 references
first passage time
0 references
martingale hazard process
0 references
copula function
0 references
