Defaultable bonds with an infinite number of Lévy factors (Q3066637): Difference between revisions
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Latest revision as of 11:09, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Defaultable bonds with an infinite number of Lévy factors |
scientific article |
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Defaultable bonds with an infinite number of Lévy factors (English)
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11 January 2011
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Lévy processes
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defaultable bonds
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credit misk
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conditional Markov chain
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