scientific article; zbMATH DE number 7088116

MaRDI QIDQ5226692zbMATH OpenFDO

Authors Robert C. Merton

Publication date 1 August 2019

Mathematics Subject Classification ID

Credit risk (91G40) Corporate finance (dividends, real options, etc.) (91G50) Interest rates, asset pricing, etc. (stochastic models) (91G30)

Cited in

(3)

• Leveraging the network: a stress-test framework based on debtrank
• How to measure interconnectedness between banks, insurers and financial conglomerates
• Asymptotic behaviors of a free boundary raised from corporate bond evaluation with credit rating migration risks

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