Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833): Difference between revisions

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Latest revision as of 18:35, 10 December 2024

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Recursive valuation of defaultable securities and the timing of resolution of uncertainty
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    Recursive valuation of defaultable securities and the timing of resolution of uncertainty (English)
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    12 May 1997
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    default risk
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    valuation of securities
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    backward recursive stochastic integral equations
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