Interacting default intensity with a hidden Markov process (Q4555109)
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scientific article; zbMATH DE number 6981225
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Interacting default intensity with a hidden Markov process |
scientific article; zbMATH DE number 6981225 |
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Interacting default intensity with a hidden Markov process (English)
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19 November 2018
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reduced-form intensity model
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default risk
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credit derivatives
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hidden Markov model (HMM)
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