Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default Times in a Continuous-Time Markovian Regime Switching Model |
scientific article |
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Default Times in a Continuous-Time Markovian Regime Switching Model (English)
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21 October 2011
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coupled PDEs
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default times
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hitting time distribution
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product density processes
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regime-switching Merton model
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