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
Loss-Given-Default Modeling by Post-Last Passage Time Process 0 0 0 3 0 3 4 39
Total Working Papers 0 0 0 3 0 3 4 39


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 6 11 12 21
A new approach to detecting change in credit quality 0 0 0 0 2 5 5 5
An analysis of simultaneous company defaults using a shot noise process 0 0 0 7 0 5 8 53
On decomposition of the last passage time of diffusions 0 0 0 0 0 5 7 7
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 1 3 7 35
Total Journal Articles 0 0 0 12 9 29 39 121


Statistics updated 2026-03-04