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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"optionstheoretischer approach"" "subject:"optionstheorie approach""

1

A Study of Approximations and Transformations of Markov Processes and their Applications to Credit Risk Analysis / マルコフ過程の近似および変換の研究とクレジットリスク分析への応用

Rusudan, Kevkhishvili 25 March 2019 (has links)
京都大学 / 0048 / 新制・課程博士 / 博士(経済学) / 甲第21530号 / 経博第598号 / 新制||経||289(附属図書館) / 京都大学大学院経済学研究科経済学専攻 / (主査)教授 江上 雅彦, 教授 西山 慶彦, 准教授 砂川 伸幸 / 学位規則第4条第1項該当 / Doctor of Economics / Kyoto University / DGAM
credit risk
shot noise
option-theoretic approach
CDS spreads
h-transform
optimal stopping
diffusion
330

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