Credit risk modeling with affine processes (Q5226704)
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scientific article; zbMATH DE number 7088126
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk modeling with affine processes |
scientific article; zbMATH DE number 7088126 |
Statements
Credit risk modeling with affine processes (English)
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1 August 2019
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credit risk
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affine processes
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default correlation
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first to default
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