Parameter estimation of default portfolios using the Merton model and phase transition (Q2165678)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation of default portfolios using the Merton model and phase transition |
scientific article |
Statements
Parameter estimation of default portfolios using the Merton model and phase transition (English)
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22 August 2022
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phase transition
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Merton model
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anomalous diffusion
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credit risk management
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