Modelling stylized features in default rates (Q5430337)
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scientific article; zbMATH DE number 5220036
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modelling stylized features in default rates |
scientific article; zbMATH DE number 5220036 |
Statements
Modelling stylized features in default rates (English)
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16 December 2007
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default probability
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diffusion process
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Beta distribution
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Moody's classes
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0.86421704
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