An extension of CreditGrades model approach with Lévy processes (Q2866399)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of CreditGrades model approach with Lévy processes |
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An extension of CreditGrades model approach with Lévy processes (English)
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13 December 2013
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CreditGrades model
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Lévy process
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Wiener-Hopf factorization
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equity option
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credit default swap
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