The real estate credit risk based on the value model with jump and stochastic interests

MaRDI QIDQ3577374zbMATH OpenFDO

Authors Shaojun Wang, Peibiao Zhao, Xiao-Ping Yang

Publication date 22 July 2010

Full work available at URL http://www.m-hikari.com/ams/ams-2010/ams-17-20-2010/index.html

zbMATH Keywords

asset model with jumpdefault probabilityregression analysisvolatility

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)

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