Umut Cetin

Cornell University - Cornell Theory Center (CTC)

Ithaca, NY

United States

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Modeling Credit Risk with Partial Information

Annals of Applied Probability, Forthcoming, Johnson School Research Paper Series No. 4-2013
Number of pages: 14 Posted: 14 Nov 2012 Last Revised: 07 Feb 2013
Cornell University - Cornell Theory Center (CTC), Cornell University - Samuel Curtis Johnson Graduate School of Management, Columbia University and CUNY Baruch College - Zicklin School of Business
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Citation 22

Abstract:

Default risk, Azema martinglae, Brownian excursion