Alternative defaultable term structure models (Q841849)
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scientific article; zbMATH DE number 5604982
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Alternative defaultable term structure models |
scientific article; zbMATH DE number 5604982 |
Statements
Alternative defaultable term structure models (English)
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18 September 2009
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defaultable forward rates
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jump-diffusion processes
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growth optimal portfolio
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real-world pricing
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0.8337093591690063
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0.8259652853012085
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0.8252032995223999
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0.814793586730957
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0.7983511686325073
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