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
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