Modeling the Dynamics of Credit Spreads with Stochastic Volatility (Q3117721)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the Dynamics of Credit Spreads with Stochastic Volatility |
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Modeling the Dynamics of Credit Spreads with Stochastic Volatility (English)
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29 February 2012
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credit risk
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credit spreads
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reduced-form models
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stochastic volatility
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