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dc.contributor.author
Gersbach, Hans
dc.contributor.author
Surulescu, Nicolae
dc.date.accessioned
2017-06-13T11:30:24Z
dc.date.available
2017-06-13T11:30:24Z
dc.date.issued
2010
dc.identifier.uri
http://hdl.handle.net/20.500.11850/152159
dc.identifier.doi
10.3929/ethz-a-006145085
dc.language.iso
en
dc.publisher
CER-ETH - Center of Economic Research at ETH Zurich
dc.rights.uri
http://rightsstatements.org/page/InC-NC/1.0/
dc.subject
VOLATILITÄT (FINANZEN)
dc.subject
KREDITRISIKO (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
STOCHASTISCHE MODELLE + STOCHASTISCHE SIMULATION (WAHRSCHEINLICHKEITSRECHNUNG)
dc.subject
VOLATILITY (FINANCE)
dc.subject
CREDIT RISK (PROBABILITY THEORY)
dc.subject
STOCHASTIC MODELS + STOCHASTIC SIMULATION (PROBABILITY THEORY)
dc.title
Default risk in stochastic volatility models
dc.type
Working Paper
dc.rights.license
In Copyright - Non-Commercial Use Permitted
ethz.journal.title
Economics working paper series
ethz.journal.volume
2010
ethz.journal.issue
131
ethz.size
Online-Datei
ethz.code.ddc
3 - Social sciences::330 - Economics
ethz.identifier.nebis
006145085
ethz.publication.place
Zurich
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich, direkt::00012 - Lehre und Forschung, direkt::00007 - Departemente, direkt::02045 - Departement Geistes-, Sozial- und Staatswissenschaften / Department of Humanities, Social and Political Sciences
ethz.date.deposited
2017-06-13T11:37:46Z
ethz.source
ECOL
ethz.identifier.importid
imp59366af1cb04729311
ethz.ecolpid
eth:1673
ethz.eth
yes
ethz.availability
Open access
ethz.rosetta.installDate
2017-07-17T08:00:36Z
ethz.rosetta.lastUpdated
2017-07-17T08:00:36Z
ethz.rosetta.versionExported
true
ethz.COinS
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