Time-changed markov processes in unified credit-equity modeling

Keyphrases

• Stock Price Process 100%
• Subordinator 50%
• Credit Derivatives 50%
• Time Integral 50%
• Equity Derivatives 50%
• Time-changed Processes 25%
• Jumps to Default 25%
• Transition Semigroup 25%
• Expectation Operator 25%
• Laplace Transform Inversion 25%
• Model with Jumps 25%
• Equity Model 25%

Mathematics

• Variance Model 37%