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Structural credit risk models with stochastic default barriers and jump clustering using Hawkes jump-diffusion processes

Published Online: 2024-08-13

Published Print: 2025-06

Authors

Pasricha, Puneet

Selvamuthu, Dharmaraja

Tardelli, Paola https://orcid.org/0000-0003-0611-7536
Funding

Funding for this research was provided by:

Università degli Studi dell’Aquila
License Information

Text and Data Mining valid from 2024-08-13

Version of Record valid from 2024-08-13
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Article History

Accepted: 28 July 2024

First Online: 13 August 2024

Declarations

:

: The authors declare that they have no conflict of interest to disclose.

: Not applicable.

: Not applicable.

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