Composite Credit Risk Modelling: Integrating KMV Distance-to-Default, Stochastic Volatility with Jumps, and Loss Given Default for Enhanced Probability of Default Estimation
- DOI
- 10.21203/rs.3.rs-9699939/v1
- Published
- 2026-06-19
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- Open access
- no
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Cite this work
BibTeX
@article{allodium:10.21203/rs.3.rs-9699939/v1,
title = {Composite Credit Risk Modelling: Integrating KMV Distance-to-Default, Stochastic Volatility with Jumps, and Loss Given Default for Enhanced Probability of Default Estimation},
author = {V NK and Gujjar P.},
year = {2026},
doi = {10.21203/rs.3.rs-9699939/v1},
url = {https://doi.org/10.21203/rs.3.rs-9699939/v1}
}RIS
TY - JOUR TI - Composite Credit Risk Modelling: Integrating KMV Distance-to-Default, Stochastic Volatility with Jumps, and Loss Given Default for Enhanced Probability of Default Estimation AU - V NK AU - Gujjar P. PY - 2026 DO - 10.21203/rs.3.rs-9699939/v1 UR - https://doi.org/10.21203/rs.3.rs-9699939/v1 ER -
APA
NK, V., & P., G. (2026). Composite Credit Risk Modelling: Integrating KMV Distance-to-Default, Stochastic Volatility with Jumps, and Loss Given Default for Enhanced Probability of Default Estimation. https://doi.org/10.21203/rs.3.rs-9699939/v1
Source records
- europe-pmc · retrieved 2026-11-10T14:48:47.180Z