No label defined (Q5499379)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: scientific article; zbMATH DE number 6401340 |
scientific article; zbMATH DE number 6401340
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6401340 |
Statements
11 February 2015
0 references
contagion model
0 references
defaultable bond
0 references
credit default swap
0 references
counterparty risk
0 references
stochastic exponential
0 references
0.9419246
0 references
0.9046392
0 references
0.8928386
0 references
0.8893869
0 references
0.88614625
0 references
0.8846257
0 references
0.88066345
0 references
0.8802046
0 references