Pages that link to "Item:Q3465020"
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The following pages link to STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020):
Displaying 6 items.
- Default prediction with the Merton-type structural model based on the NIG Lévy process (Q730567) (← links)
- Structural credit risk models with subordinated processes (Q1789762) (← links)
- Risk modelling on liquidations with Lévy processes (Q2246056) (← links)
- (Q3184722) (← links)
- (Q4544440) (← links)
- (Q5501134) (← links)