The Defaultable Lévy Term Structure: Ratings and Restructuring

DOI10.1111/1467-9965.00017zbMath1049.91066OpenAlexW2060061155MaRDI QIDQ4409031

Ernst Eberlein, Fehmi Özkan

Publication date: 2003

Published in: Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9965.00017

zbMATH Keywords

default riskmarket price of riskmigration process

Mathematics Subject Classification ID

Related Items

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