Information reduction via level crossings in a credit risk model
Year of publication: |
2007
|
---|---|
Authors: | Jarrow, Robert A. ; Protter, Philip E. ; Sezer, A. Deniz |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 2, p. 195-212
|
Subject: | Kreditrisiko | Credit risk | Modellierung | Scientific modelling | Zero-Bond | Zero-coupon bond | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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