Default times in a continuous time Markov chain economy
Robert J. Elliott & John Van Der Hoek
| Year of publication: |
2013
|
|---|---|
| Authors: | Elliott, Robert J. ; Hoek, John van der |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 5/6, p. 450-460
|
| Subject: | Continuous time | Markov chain | default time | stochastic discount function | credit risk | Markov-Kette | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Zeitreihenanalyse | Time series analysis |
| 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://ebvufind01.dmz1.zbw.eu/10010235596