On Modeling Economic Default Time: A Reduced-Form Model Approach
Research output: Contribution to journal › Journal article › Research › peer-review
| Original language | English |
|---|---|
| Journal | Computational Economics |
| Volume | 47 |
| Issue number | 2 |
| Pages (from-to) | 157-177 |
| ISSN | 0927-7099 |
| DOIs | |
| Publication status | Published - Feb 2016 |
- Economic default time, Reduced-form model, Affine jump diffusion model
Research areas
ID: 169140802