Alternative defaultable term structure models (Q841849)
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: Alternative defaultable term structure models |
scientific article; zbMATH DE number 5604982
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative defaultable term structure models |
scientific article; zbMATH DE number 5604982 |
Statements
Alternative defaultable term structure models (English)
0 references
18 September 2009
0 references
defaultable forward rates
0 references
jump-diffusion processes
0 references
growth optimal portfolio
0 references
real-world pricing
0 references
0 references
0 references
