Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10010345916
In the context of credit risk, the term structure models that have been studied in the literature are typically models driven by Brownian motion or standard jump diffusions. These models provide coherent modeling that is straightforward to implement. To make these models more flexible, we...
Persistent link: https://www.econbiz.de/10010866370