Parameter estimation of default portfolios using the Merton model and phase transition (Q2165678)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of default portfolios using the Merton model and phase transition |
scientific article |
Statements
Parameter estimation of default portfolios using the Merton model and phase transition (English)
0 references
22 August 2022
0 references
phase transition
0 references
Merton model
0 references
anomalous diffusion
0 references
credit risk management
0 references
