Jumps in intensity models: investigating the performance of Ornstein-Uhlenbeck processes in credit risk modeling

✍ Scribed by Jessica Cariboni; Wim Schoutens

• Publisher: Springer
• Year: 2008
• Tongue: English
• Weight: 482 KB
• Volume: 69
• Category: Article
• ISSN: 0026-1335
• DOI: 10.1007/s00184-008-0213-4