Stochastic Volatility Effects on Defaultable Bonds (Q3424326)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic Volatility Effects on Defaultable Bonds |
scientific article |
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Stochastic Volatility Effects on Defaultable Bonds (English)
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15 February 2007
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first-passage structural approach
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stochastic volatility
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time scales
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yield spreads
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calibration
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