Does modeling framework matter? : a comparative study of structural and reduced-form models

Yalin Gündüz; Marliese Uhrig-Homburg

Year of publication:	2014
Authors:	Gündüz, Yalın ; Uhrig-Homburg, Marliese
Published in:	Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 17.2014, 1, p. 39-78
Subject:	Credit risk \| Structural models \| Reduced-form models \| Default intensity \| Stationary leverage \| Credit default swaps \| Kreditrisiko \| Theorie \| Theory \| Kreditderivat \| Credit derivative \| Insolvenz \| Insolvency \| Vergleich \| Comparison

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