Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (Q2631807)
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| English | Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes |
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Closed-form formulas for the distribution of the jumps of doubly-stochastic Poisson processes (English)
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16 May 2019
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doubly-stochastic Poisson process
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Bell polynomials
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Malliavin calculus
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credit risk
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hazard process
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integrated non-Gaussian OU process
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0.7239456176757812
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0.717735230922699
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0.7097006440162659
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