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Sharp Large Deviations and Gibbs Conditioning for Threshold Models in Portfolio Credit Risk

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Deng, Fengnan, Vidyashankar, Anand N., Collamore, Jeffrey F.
Format:	Preprint
Publié:	2025
Sujets:	Probability Statistics Theory Mathematical Finance Portfolio Management Risk Management 60F10, 60G70, 62P05, 91G70
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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