A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (Q6040400)
From MaRDI portal
scientific article; zbMATH DE number 7688923
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model |
scientific article; zbMATH DE number 7688923 |
Statements
A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model (English)
0 references
25 May 2023
0 references
default probability
0 references
structural credit risk model
0 references
strictly positive-definite functions
0 references
radial basis function collocation
0 references
regime switching
0 references
tempered stable Lévy process
0 references
0 references
0 references
0 references
0 references
0 references
