Pages that link to "Item:Q1789762"
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The following pages link to Structural credit risk models with subordinated processes (Q1789762):
Displaying 5 items.
- Quality control for structural credit risk models (Q299230) (← links)
- Multidimensional structural credit modeling under stochastic volatility (Q361588) (← links)
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020) (← links)
- ON A RISK PROCESS DRIVEN BY A SUBORDINATOR WITH LIQUID RESERVES, CREDIT AND DEBIT INTEREST (Q5207935) (← links)