"A note on the calculation of default probabilities in "Structural credit ..."

Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu (2021)

> Home

SPARQL queries

Details and statistics

DOI: 10.1016/J.CAM.2020.113037

access: closed

type: Journal Article

metadata version: 2023-03-21

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/PasrichaLZ21
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/PasrichaLZ21
Puneet Pasricha, Xiaoping Lu, Song-Ping Zhu:
A note on the calculation of default probabilities in "Structural credit risk modeling with Hawkes jump-diffusion processes". J. Comput. Appl. Math. 381: 113037 (2021)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.