Killed Brownian motion with a prescribed lifetime distribution and models of default (Q2443183)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Killed Brownian motion with a prescribed lifetime distribution and models of default |
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Killed Brownian motion with a prescribed lifetime distribution and models of default (English)
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4 April 2014
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killed Brownian motion
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inverse first passage time problem
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Cox process
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stochastic intensity
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Feynman-Kac formula
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credit risk
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