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Modelling stylized features in default rates - MaRDI portal

Modelling stylized features in default rates (Q5430337)

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scientific article; zbMATH DE number 5220036
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English
Modelling stylized features in default rates
scientific article; zbMATH DE number 5220036

    Statements

    title
    Modelling stylized features in default rates (English)
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    DOI
    10.1002/asmb.638
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    author
    Emanuele Taufer
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    publication date
    16 December 2007
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    zbMATH DE Number
    5220036
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    zbMATH Keywords
    default probability
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    diffusion process
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    Beta distribution
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    Moody's classes
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    OpenAlex ID
    W2059996365
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    cites work
    Q3838646
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    Q4315010
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    Q3125064
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