Ryozo Miura

Hitotsubashi University - Graduate School of International Corporate Strategy

2-1-2 Hitotsubashi, Chiyoda-ku

Tokyo 101-0003, Chiyoda-ku 101-8439

Japan

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Scholarly Papers (1)

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Credit Risk Modeling with Delayed Information

Number of pages: 24 Posted: 07 Feb 2013
Tokyo Metropolitan University, Hitotsubashi University - Graduate School of International Corporate Strategy and Hitotsubashi University Business School
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Abstract:

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credit risk, default risk, structural model, stopping time, random time, information delay