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scientific article; zbMATH DE number 6161641
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scientific article; zbMATH DE number 6161641

    Statements

    author
    Hoang Thi Phuong Thao
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    Tran Hung Thao
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    publication date
    8 May 2013
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    zbMATH Keywords
    Merton's model
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    default risk
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    independent increments
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    91B70
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    91B30
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    zbMATH DE Number
    6161641
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