Credit rating modelled with reflected stochastic differential equations
Adeyemi Adewale Sonubi
| Year of publication: |
2014
|
|---|---|
| Authors: | Sonubi, Adeyemi Adewale |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 5, p. 333-337
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| Subject: | Brownian Local Time | Credit Rating | Cashflow | Default | Reflected Stochastic Differential Equation | Undefaultable | Theorie | Theory | Kreditwürdigkeit | Credit rating | Stochastischer Prozess | Stochastic process | Analysis | Mathematical analysis | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011312408