Pricing the risks of default: a note on Madan and Unal (Q704014)
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scientific article; zbMATH DE number 2126996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the risks of default: a note on Madan and Unal |
scientific article; zbMATH DE number 2126996 |
Statements
Pricing the risks of default: a note on Madan and Unal (English)
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12 January 2005
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credit risk
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default intensity
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partial differential equation
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