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

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

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DOI: 10.1016/J.CAM.2020.113037

access: closed

type: Journal Article

metadata version: 2023-03-21

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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)

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