Publication:4936389

zbMath0940.60074MaRDI QIDQ4936389

Hiroshi Shirakawa

Publication date: 7 February 2000

zbMATH Keywords

sensitivity analysis; equivalent martingale measure; credit risk; balance sheet; yield spread

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)