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 1 1 35
Total Working Papers 0 0 0 3 0 1 1 35


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
An analysis of simultaneous company defaults using a shot noise process 0 0 0 7 1 1 8 45
Time reversal and last passage time of diffusions with applications to credit risk management 0 0 0 2 0 0 2 28
Total Journal Articles 0 0 0 12 1 1 10 82


Statistics updated 2025-03-03