Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067)
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scientific article; zbMATH DE number 6376117
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| English | Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling |
scientific article; zbMATH DE number 6376117 |
Statements
Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (English)
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2 December 2014
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reflected Lévy processes
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smooth-pasting property
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credit risk
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defaultable bond
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stochastic loss rate
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0.7306218147277832
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0.7259894609451294
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0.724557101726532
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0.7224793434143066
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