Alternative defaultable term structure models (Q841849)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative defaultable term structure models |
scientific article |
Statements
Alternative defaultable term structure models (English)
0 references
18 September 2009
0 references
defaultable forward rates
0 references
jump-diffusion processes
0 references
growth optimal portfolio
0 references
real-world pricing
0 references
0 references
0 references
