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scientific article; zbMATH DE number 2144815
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scientific article; zbMATH DE number 2144815

    Statements

    author
    Tomasz R. Bielecki
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    Marek Rutkowski
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    publication date
    14 March 2005
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    zbMATH Keywords
    credit risk
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    credit derivative
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    default risk
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    first passage time
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    martingale hazard process
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    copula function
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    Identifiers

    zbMATH DE Number
    2144815
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