Gehmlich, Frank
- Dynamic Defaultable Term Structure Modelling beyond the Intensity Paradigm
2014/11/18 by Frank Gehmlich, Thorsten Schmidt, Gehmlich, Frank +1 · 3 citations
Decision Sciences · Economics, Econometrics and Finance · #Banking stability, regulation, efficiency #Credit Risk and Financial Regulations #FOS: Economics and business #Mathematical Finance (q-fin.MF) #Risk and Portfolio Optimization #Stochastic processes and financial applications #q-fin.MF