Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673)
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scientific article; zbMATH DE number 7797363
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information |
scientific article; zbMATH DE number 7797363 |
Statements
Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (English)
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31 January 2024
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consumption-based equilibrium model
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credit risk
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Epstein-Zin utility
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first hitting time
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information reduction
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stochastic partial differential equations
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0.758673906326294
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0.7432149648666382
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0.7318598628044128
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0.7243501543998718
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0.7211203575134277
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