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
Post-Last Exit Time Process and its Application to Loss-Given-Default Distribution 0 0 0 3 0 0 2 36
Total Working Papers 0 0 0 3 0 0 2 36


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 0 9
A new approach to detecting change in credit quality 0 0 0 0 0 0 0 0
An analysis of simultaneous company defaults using a shot noise process 0 0 0 7 0 0 8 45
On decomposition of the last passage time of diffusions 0 0 0 0 0 0 1 1
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 0 0 2 29
Total Journal Articles 0 0 0 12 0 0 11 84


Statistics updated 2025-07-04