Access Statistics for Rusudan Kevkhishvili

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Approach to Estimating Loss-Given-Default Distribution 0 0 0 3 0 0 1 31
Total Working Papers 0 0 0 3 0 0 1 31


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A direct solution method for pricing options in regime‐switching models 0 0 0 3 0 0 1 9
An analysis of simultaneous company defaults using a shot noise process 0 0 0 6 0 0 1 34
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 0 0 3 23
Total Journal Articles 0 0 0 11 0 0 5 66


Statistics updated 2023-05-07