On the conditional default probability in a regulated market with jump risk (Q5400666)
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scientific article; zbMATH DE number 6265446
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the conditional default probability in a regulated market with jump risk |
scientific article; zbMATH DE number 6265446 |
Statements
On the conditional default probability in a regulated market with jump risk (English)
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4 March 2014
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conditional default probability
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defaultable bond
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credit spread
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regulated market
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regulated jump-diffusions
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