Credit Risk Propagation in Structural-Form Models (Q5162860)
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scientific article; zbMATH DE number 7421271
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit Risk Propagation in Structural-Form Models |
scientific article; zbMATH DE number 7421271 |
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Credit Risk Propagation in Structural-Form Models (English)
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5 November 2021
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structural-form model
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correlated defaults
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renewal theory
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multiname distance-to-defaults
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