RATING BASED LÉVY LIBOR MODEL (Q2851557): Difference between revisions
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Revision as of 20:16, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RATING BASED LÉVY LIBOR MODEL |
scientific article |
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RATING BASED LÉVY LIBOR MODEL (English)
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11 October 2013
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credit risk
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ratings
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time-inhomogeneous Lévy process
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Libor
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conditional Markov chain
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