Work

Credit risk—A structural model with jumps and correlations

Year: 2007

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2007.04.053

Authors: Rudi Schäfer, Markus Sjölin, Andreas Sundin, Michal Wolanski, Thomas Guhr

Institution: Lund University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2015009435

FWCI: 5.323

Cites: 38

Cited by: 25

Related to: 10