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Modelling the dependency between currency and debt crises: an option based approach (Q1934882)

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scientific article; zbMATH DE number 6132529
Language Label Description Also known as
English
Modelling the dependency between currency and debt crises: an option based approach
scientific article; zbMATH DE number 6132529

    Statements

    title
    Modelling the dependency between currency and debt crises: an option based approach (English)
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    author
    Dominik Maltritz
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    publication date
    29 January 2013
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    zbMATH Keywords
    financial crisis
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    sovereign risk
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    option pricing theory
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    crisis probability
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B64
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    91G40
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    zbMATH DE Number
    6132529
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    OpenAlex ID
    W3124317408
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