Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information (Q6146673)

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scientific article; zbMATH DE number 7797363
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Credit risk pricing in a consumption‐based equilibrium framework with incomplete accounting information
scientific article; zbMATH DE number 7797363

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    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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