The Defaultable Lévy Term Structure: Ratings and Restructuring (Q4409031)
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scientific article; zbMATH DE number 1941966
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Defaultable Lévy Term Structure: Ratings and Restructuring |
scientific article; zbMATH DE number 1941966 |
Statements
The Defaultable Lévy Term Structure: Ratings and Restructuring (English)
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2003
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default risk
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migration process
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market price of risk
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0.8356359601020813
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0.8331979513168335
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0.830707311630249
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0.8145749568939209
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0.8129823803901672
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