Credit default prediction and parabolic potential theory (Q514127): Difference between revisions
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Revision as of 14:43, 18 April 2024
scientific article
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English | Credit default prediction and parabolic potential theory |
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Statements
Credit default prediction and parabolic potential theory (English)
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28 February 2017
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default time
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predictable stopping time
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Brownian bridge on random intervals
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Riesz capacity
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Hausdorff dimension
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