An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (Q1685063): Difference between revisions

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Latest revision as of 03:27, 11 December 2024

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An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account
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    An efficient approach for calculating default probabilities for cash-flow based project finance with reserve account (English)
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    13 December 2017
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    mean reversion process
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    discretization
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    finite volume method
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    cash-flow driven project finance
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    default probability
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