A Structural Model with Unobserved Default Boundary (Q3502208): Difference between revisions
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Revision as of 23:46, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Structural Model with Unobserved Default Boundary |
scientific article |
Statements
A Structural Model with Unobserved Default Boundary (English)
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22 May 2008
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structural model
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equity default swaps
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default boundary
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jump-diffusion
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