Work

Copula-Dependent Defaults in Intensity Models

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.301968

Authors: Philipp J. Schönbucher, Dirk Schubert

Institution: ETH Zurich

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1908216331

Cites: 27

Cited by: 302

Related to: 10