The economic default time and the arcsine law
Year of publication: |
2014
|
---|---|
Authors: | Guo, Xin ; Jarrow, Robert A. ; Larrard, Adrien de |
Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 1.2014, 3, p. 1-18
|
Subject: | Default times | credit risk | economic default | recorded default | Kreditrisiko | Credit risk | Insolvenz | Insolvency |
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