Alternative defaultable term structure models
type: Item
instance of: scholarly article
title: Alternative defaultable term structure models
zbMATH Open document ID: 1170.91488
author: Nicola Bruti-Liberati
author: Christina Nikitopoulos Sklibosios
author: Eckhard Platen
author: Erik Schlögl
published in: Asia-Pacific Financial Markets
publication date: 2009-09-18T00:00:00Z
full work available at URL: http://hdl.handle.net/10453/8281
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5604982
zbMATH Keywords: defaultable forward rates
zbMATH Keywords: jump-diffusion processes
zbMATH Keywords: growth optimal portfolio
zbMATH Keywords: real-world pricing
MaRDI profile type: Publication
OpenAlex ID: W2091614832
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DOI: 10.1007/S10690-009-9084-6
description: scientific article; zbMATH DE number 5604982