A Structural Approach to Default Modelling with Pure Jump Processes (Q5165003)
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scientific article; zbMATH DE number 7426563
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Structural Approach to Default Modelling with Pure Jump Processes |
scientific article; zbMATH DE number 7426563 |
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A Structural Approach to Default Modelling with Pure Jump Processes (English)
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15 November 2021
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Lévy process
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gamma process
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inverse Gaussian process
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one-sided process
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variance gamma process
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credit risk
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distance to default
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default probability
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