A de-singularized meshfree approach to default probability estimation under a regime-switching synchronous-jump tempered stable Lévy model
Autor: | Davood Damircheli, Mohsen Razzaghi, Seyed-Mohammad-Mahdi Kazemi, Ali Foroush Bastani |
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Rok vydání: | 2023 |
Předmět: | |
Zdroj: | Engineering Analysis with Boundary Elements. 150:364-373 |
ISSN: | 0955-7997 |
DOI: | 10.1016/j.enganabound.2023.01.033 |
Databáze: | OpenAIRE |
Externí odkaz: |