Time reversal and last passage time of diffusions with applications to credit risk management (Q784742)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time reversal and last passage time of diffusions with applications to credit risk management |
scientific article |
Statements
Time reversal and last passage time of diffusions with applications to credit risk management (English)
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3 August 2020
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time reversal
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linear diffusion
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last passage time
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\(h\)-transform
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risk management
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