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 1 4 40
Total Working Papers 0 0 0 3 0 1 4 40


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 3 17 26
A new approach to detecting change in credit quality 0 0 0 0 0 3 9 9
An analysis of simultaneous company defaults using a shot noise process 0 0 0 7 1 2 10 55
On decomposition of the last passage time of diffusions 0 0 0 0 0 2 9 10
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 0 4 10 39
Total Journal Articles 0 0 0 12 1 14 55 139


Statistics updated 2026-07-10