Credit risk propagation in structural-form models (Q5162860)
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scientific article; zbMATH DE number 7421271
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit risk propagation in structural-form models |
scientific article; zbMATH DE number 7421271 |
Statements
Credit Risk Propagation in Structural-Form Models (English)
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5 November 2021
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structural-form model
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correlated defaults
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renewal theory
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multiname distance-to-defaults
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0.8058845400810242
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0.7889034748077393
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0.7832958698272705
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0.781480073928833
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0.7786386609077454
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