The real estate credit risk based on the value model with jump and stochastic interests (Q3577374)
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scientific article; zbMATH DE number 5759411
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| English | The real estate credit risk based on the value model with jump and stochastic interests |
scientific article; zbMATH DE number 5759411 |
Statements
22 July 2010
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asset model with jump
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volatility
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default probability
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regression analysis
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0.7889950275421143
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0.7535547614097595
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0.733720600605011
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