Modelling default risk using a stochastic process approach.

zbMATH Open1221.91051MaRDI QIDQ3537587FDOQ3537587

Authors: Merza H. Hasan, Basel M. Al-Eideh 

Publication date: 10 November 2008

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Mathematics Subject Classification ID

Diffusion processes (60J60) Credit risk (91G40)

Cited In (1)

• Modelling stylized features in default rates

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