Sato Processes in Default Modelling (Q3063871)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sato Processes in Default Modelling |
scientific article |
Statements
Sato Processes in Default Modelling (English)
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15 December 2010
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credit default swap
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reduced form model
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Sato process
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time-changed Lévy process
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cumulative hazard
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