A set-valued Markov chain approach to credit default (Q4991050)
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scientific article; zbMATH DE number 7353659
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A set-valued Markov chain approach to credit default |
scientific article; zbMATH DE number 7353659 |
Statements
A set-valued Markov chain approach to credit default (English)
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2 June 2021
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credit risk
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collateral default obligation (CDO)
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Markov chain
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jump diffusion
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tranche spread
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