Lévy simple structural models (Q5169976)
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scientific article; zbMATH DE number 6317930
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lévy simple structural models |
scientific article; zbMATH DE number 6317930 |
Statements
LÉVY SIMPLE STRUCTURAL MODELS (English)
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17 July 2014
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structural credit model
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CDO pricing
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Lévy process
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gamma process
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0.8182535767555237
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0.8149539232254028
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