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PARTIAL INFORMATION AND HAZARD PROCESS - MaRDI portal

PARTIAL INFORMATION AND HAZARD PROCESS (Q5704734)

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scientific article; zbMATH DE number 2229329
Language Label Description Also known as
English
PARTIAL INFORMATION AND HAZARD PROCESS
scientific article; zbMATH DE number 2229329

    Statements

    title
    PARTIAL INFORMATION AND HAZARD PROCESS (English)
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    author
    Stoyan Valchev
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    publication date
    15 November 2005
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    zbMATH Keywords
    credit risk
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    information
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    hazard process of default time
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    intensity
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    default-risky bonds
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    Identifiers

    Mathematics Subject Classification ID
    60H30
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    60G44
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    60H10
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    91B28
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    zbMATH DE Number
    2229329
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