Stochastic Evolution Equations in Portfolio Credit Modelling (Q5388678)
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scientific article; zbMATH DE number 6025776
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Evolution Equations in Portfolio Credit Modelling |
scientific article; zbMATH DE number 6025776 |
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Stochastic Evolution Equations in Portfolio Credit Modelling (English)
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19 April 2012
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credit risk
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structural models
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empirical measure
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stochastic partial differential equations
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collateralized debt obligations
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