Time reversal and last passage time of diffusions with applications to credit risk management (Q784742): Difference between revisions

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Revision as of 04:44, 23 July 2024

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Time reversal and last passage time of diffusions with applications to credit risk management
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    Time reversal and last passage time of diffusions with applications to credit risk management (English)
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    3 August 2020
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    time reversal
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    linear diffusion
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    last passage time
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    \(h\)-transform
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    risk management
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