Model Futility and Dynamic Boundaries with Application in Banking Default Risk Modeling

DOI10.1007/978-3-540-74450-4_15zbMath1176.91065OpenAlexW1496795751MaRDI QIDQ3611906

Xiaojun Shi

Publication date: 3 March 2009

Published in: Combinatorics, Algorithms, Probabilistic and Experimental Methodologies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-74450-4_15

zbMATH Keywords

BankingFutilityModel Risk

Mathematics Subject Classification ID

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