Credit Contagion in a Structural Framework

DOI10.1007/978-3-540-71992-2_104zbMath1308.91178OpenAlexW344889796MaRDI QIDQ3618163

Helen Haworth

Publication date: 31 March 2009

Published in: Progress in Industrial Mathematics at ECMI 2006 (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-71992-2_104

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Credit risk (91G40)

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