An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (Q1685063)
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scientific article; zbMATH DE number 6817975
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account |
scientific article; zbMATH DE number 6817975 |
Statements
An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (English)
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13 December 2017
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mean reversion process
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discretization
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finite volume method
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cash-flow driven project finance
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default probability
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