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

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Random distribution kernels and three types of defaultable contingent payoffs
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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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