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 | 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 | 1 | 10 |
| 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 | 3 | 4 | 48 |
| On decomposition of the last passage time of diffusions | 0 | 0 | 0 | 0 | 0 | 1 | 2 | 2 |
| Time reversal and last passage time of diffusions with applications to credit risk management | 0 | 0 | 0 | 2 | 3 | 3 | 4 | 32 |
| Total Journal Articles | 0 | 0 | 0 | 12 | 3 | 7 | 11 | 92 |
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