Stochastic Local Intensity Loss Models with Interacting Particle Systems
type: Dataset
description: International audience
issued: 2026-05-14T14:55:56.277966
language: en
modified: 2026-05-14T14:55:56.277972
contact point: Organization
  fn: CCSD
keyword: credit-derivatives
keyword: fokker-planck-equation
keyword: infoeu-reposemanticsarticle
keyword: interacting-particle-systems
keyword: journal-articles
keyword: loss-modelling
keyword: martingale-problem
keyword: mathmath-prmathematics-mathprobability-mathpr
keyword: monte-carlo-algorithm
keyword: qfincpquantitative-finance-q-fincomputational-finance-q-fincp
keyword: stochastic-local-intensity-model
landing page: 0960-1627

Stochastic Local Intensity Loss Models with Interacting Particle Systems
type: Distribution
format: HTML
issued: 2026-05-14T14:55:56.330017
modified: 2026-05-14T14:55:56.241450
access URL: https://hal.science/hal-00786239

test_moissonnage_selune
type: Agent