Random distribution kernels and three types of defaultable contingent payoffs (Q1735048): Difference between revisions
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Revision as of 18:53, 11 November 2024
scientific article
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English | Random distribution kernels and three types of defaultable contingent payoffs |
scientific article |
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Random distribution kernels and three types of defaultable contingent payoffs (English)
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28 March 2019
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random distribution kernel
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representation theorem
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stochastic intensity
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credit/mortality risk
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three types of defaultable contingent payoffs
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