An Intensity Model for Credit Risk with Switching Lévy Processes
Year of publication: |
2014
|
---|---|
Authors: | Hainaut, Donatien |
Other Persons: | Le Courtois, Olivier (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Quantitative Finance, 14 (8), 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 2, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2210859 [DOI] |
Classification: | C02 - Mathematical Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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