Modelling stylized features in default rates (Q5430337)
From MaRDI portal
scientific article; zbMATH DE number 5220036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling stylized features in default rates |
scientific article; zbMATH DE number 5220036 |
Statements
Modelling stylized features in default rates (English)
0 references
16 December 2007
0 references
default probability
0 references
diffusion process
0 references
Beta distribution
0 references
Moody's classes
0 references
