Dependent defaults and credit migrations (Q4425012)

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scientific article; zbMATH DE number 1978393
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English
Dependent defaults and credit migrations
scientific article; zbMATH DE number 1978393

    Statements

    title
    Dependent defaults and credit migrations (English)
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    author
    Tomasz R. Bielecki
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    Marek Rutkowski
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    publication date
    9 September 2003
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    zbMATH Keywords
    dependent defaults
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    credit migrations
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    arbitrage valuation
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    Identifiers

    DOI
    10.4064/am30-2-1
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    Mathematics Subject Classification ID
    60J27
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    91B70
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    91B28
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    zbMATH DE Number
    1978393
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    OpenAlex ID
    W1992031270
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