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scientific article; zbMATH DE number 2174797
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scientific article; zbMATH DE number 2174797

    Statements

    publication date
    10 June 2005
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    zbMATH Keywords
    reduced-form approach
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    default intensity
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    risk-neutral probabilities
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    author
    J. Darrell Duffie
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G40
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    91B30
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    zbMATH DE Number
    2174797
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