Work

The Lévy Libor model with default risk

Year: 2006

Type: article

Source: The Journal of Credit Risk

DOI: 10.21314/jcr.2006.034

Authors: Ernst Eberlein, Wolfgang Kluge, Philipp Schönbucher

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2472557698

FWCI: 0.567

Cites: 21

Cited by: 19

Related to: 10