On the study of reduced-form approach and hybrid model for the valuation of credit risk
Olaronke Helen Edogbanya; Sunday Emmanuel Fadugba
| Year of publication: |
2015
|
|---|---|
| Authors: | Edogbanya, Olaronke Helen ; Fadugba, Sunday Emmanuel |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 2, p. 129-141
|
| Subject: | Credit Risk | Hybrid Model | Reduced-Form Approach | Risk-Neutral Valuation Formula |
| 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/10011398751