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 2 3 39
Total Working Papers 0 0 0 3 0 2 3 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 2 12 14 23
A new approach to detecting change in credit quality 0 0 0 0 1 5 6 6
An analysis of simultaneous company defaults using a shot noise process 0 0 0 7 0 4 8 53
On decomposition of the last passage time of diffusions 0 0 0 0 1 5 7 8
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 0 2 6 35
Total Journal Articles 0 0 0 12 4 28 41 125


Statistics updated 2026-04-09