LÉVY SIMPLE STRUCTURAL MODELS (Q5169976)

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scientific article; zbMATH DE number 6317930
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LÉVY SIMPLE STRUCTURAL MODELS
scientific article; zbMATH DE number 6317930

    Statements

    title
    LÉVY SIMPLE STRUCTURAL MODELS (English)
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    author
    Martin Baxter
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    publication date
    17 July 2014
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    zbMATH Keywords
    structural credit model
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    CDO pricing
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    Lévy process
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    gamma process
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91G10
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    60G51
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    zbMATH DE Number
    6317930
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    OpenAlex ID
    W2124689651
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