Systematic equity-based credit risk: A CEV model with jump to default (Q2271610)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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