A Structural Jump Threshold Framework for Credit Risk (Q2819097): Difference between revisions

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Latest revision as of 14:44, 12 July 2024

scientific article
Language Label Description Also known as
English
A Structural Jump Threshold Framework for Credit Risk
scientific article

    Statements

    A Structural Jump Threshold Framework for Credit Risk (English)
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    28 September 2016
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    Lévy processes
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    Lévy copula
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    credit risk
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    structural models
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    reduced form models
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    Identifiers

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