On Cox processes and credit risky securities (Q375362)
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scientific article; zbMATH DE number 6220918
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Cox processes and credit risky securities |
scientific article; zbMATH DE number 6220918 |
Statements
On Cox processes and credit risky securities (English)
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30 October 2013
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credit risk
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Cox process
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credit derivatives
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ratings
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0.8885024
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0.8850298
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0.8843485
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0.86778295
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