Structural default model with mutual obligations (Q1621641): Difference between revisions
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Revision as of 04:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural default model with mutual obligations |
scientific article |
Statements
Structural default model with mutual obligations (English)
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9 November 2018
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2D structural default model
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mutual obligations
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joint and marginal survival probabilities
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CDS and first-to-default swap prices
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