Systematic equity-based credit risk: A CEV model with jump to default (Q2271610)

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Systematic equity-based credit risk: A CEV model with jump to default
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    Systematic equity-based credit risk: A CEV model with jump to default (English)
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    7 August 2009
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    market price of credit risk
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    constant-elasticity-of-variance (CEV) diffusive risk
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    jump-to-default risk
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    equity
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    corporate bonds
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    credit default swaps
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