CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION (Q3400133)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION |
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CREDIT RISK MODELING USING TIME-CHANGED BROWNIAN MOTION (English)
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5 February 2010
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credit risk
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structural credit model
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time change
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Lévy process
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first passage time
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default probability
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credit derivative
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