INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (Q5148006)
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scientific article; zbMATH DE number 7303456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES |
scientific article; zbMATH DE number 7303456 |
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INTERBANK CREDIT RISK MODELING WITH SELF-EXCITING JUMP PROCESSES (English)
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29 January 2021
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interest rates
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multiple curves
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self-exciting process
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simple forward Libor rate
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