Absence of firm default in the two-jump model (Q2896607)
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scientific article; zbMATH DE number 6056366
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Absence of firm default in the two-jump model |
scientific article; zbMATH DE number 6056366 |
Statements
16 July 2012
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estimation of default risk
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internal yield
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risk function
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external financing
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evolution of the value
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Absence of firm default in the two-jump model (English)
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0.7308028936386108
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0.7125617265701294
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0.7091541290283203
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0.7078474760055542
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0.7076106071472168
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