A Structural Jump Threshold Framework for Credit Risk (Q2819097)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Structural Jump Threshold Framework for Credit Risk |
scientific article |
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A Structural Jump Threshold Framework for Credit Risk (English)
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28 September 2016
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Lévy processes
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Lévy copula
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credit risk
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structural models
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reduced form models
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