Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling

DOI10.1007/978-3-540-74450-4_15MaRDI QIDQ3611906zbMATH OpenOpenAlexFDO

Authors Xiaojun Shi

Publication date 3 March 2009

Published in Combinatorics, Algorithms, Probabilistic and Experimental Methodologies (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-74450-4_15

zbMATH Keywords

BankingFutilityModel Risk

Mathematics Subject Classification ID

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Cited in

(3)

• Continuous-time stochastic modelling of capital adequacy ratios for banks
• A Structural Model with Unobserved Default Boundary
• scientific article; zbMATH DE number 1736337 (Why is no real title available?)

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