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scientific article; zbMATH DE number 1396447
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scientific article; zbMATH DE number 1396447

    Statements

    author
    Hiroshi Shirakawa
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    publication date
    7 February 2000
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    Mathematics Subject Classification ID
    60H10
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    91B30
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    60H30
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    zbMATH DE Number
    1396447
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    zbMATH Keywords
    credit risk
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    yield spread
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    balance sheet
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    equivalent martingale measure
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    sensitivity analysis
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