Linear credit risk models
Damien Ackerer, Damir Filipović
| Year of publication: |
2020
|
|---|---|
| Authors: | Ackerer, Damien ; Filipović, Damir |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 1, p. 169-214
|
| Subject: | Credit default swap | Credit derivatives | Credit risk | Polynomial model | Survival process | Kreditrisiko | Kreditderivat | Credit derivative | Theorie | Theory | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00780-019-00409-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012253344