A lattice model with incomplete information: A credit risk application (Q5502852)
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scientific article; zbMATH DE number 5488516
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A lattice model with incomplete information: A credit risk application |
scientific article; zbMATH DE number 5488516 |
Statements
A lattice model with incomplete information: A credit risk application (English)
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9 January 2009
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incomplete information
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binomial models
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credit risk
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\(H\)-hypothesis
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0.8308095335960388
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0.779065728187561
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0.7671111226081848
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0.7560301423072815
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