ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE (Q2841334): Difference between revisions

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Latest revision as of 09:46, 30 July 2024

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ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE
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    ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE (English)
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    24 July 2013
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    event risk
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    proportional hazard model
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    Gaussian process
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    affine process
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    quadratic Gaussian process
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    Lévy process
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    time-changed Lévy process
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