Expectations of functions of stochastic time with application to credit risk modeling (Q2831002)
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scientific article; zbMATH DE number 6646424
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| English | Expectations of functions of stochastic time with application to credit risk modeling |
scientific article; zbMATH DE number 6646424 |
Statements
1 November 2016
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time change
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default intensity
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credit risk
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CDS options
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Expectations of functions of stochastic time with application to credit risk modeling (English)
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0.7771029472351074
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0.7707264423370361
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0.7555806636810303
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0.7434341311454773
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0.7433885335922241
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