Credit default prediction and parabolic potential theory (Q514127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit default prediction and parabolic potential theory |
scientific article |
Statements
Credit default prediction and parabolic potential theory (English)
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28 February 2017
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default time
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predictable stopping time
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Brownian bridge on random intervals
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Riesz capacity
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Hausdorff dimension
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