Credit default prediction and parabolic potential theory (Q514127): Difference between revisions

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Property / DOI: 10.1016/j.spl.2017.01.009 / rank
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Property / author
 
Property / author: Matteo Ludovico Bedini / rank
 
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Property / author
 
Property / author: Michael Hinz / rank
 
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Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / OpenAlex ID: W2963216528 / rank
 
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Property / arXiv ID: 1608.08999 / rank
 
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Property / cites work: Brownian Bridges on Random Intervals / rank
 
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Property / cites work: Measures of Hausdorff‐type, and Brownian motion / rank
 
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Property / cites work: Parabolic potential theory / rank
 
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Property / cites work: Brownian motion and thermal capacity / rank
 
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Property / DOI
 
Property / DOI: 10.1016/J.SPL.2017.01.009 / rank
 
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Latest revision as of 20:00, 9 December 2024

scientific article
Language Label Description Also known as
English
Credit default prediction and parabolic potential theory
scientific article

    Statements

    Credit default prediction and parabolic potential theory (English)
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    28 February 2017
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    default time
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    predictable stopping time
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    Brownian bridge on random intervals
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    Riesz capacity
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    Hausdorff dimension
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    Identifiers