Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive valuation of defaultable securities and the timing of resolution of uncertainty |
scientific article |
Statements
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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