An intensity model for credit risk with switching Lévy processes (Q5245904)
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scientific article; zbMATH DE number 6425911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An intensity model for credit risk with switching Lévy processes |
scientific article; zbMATH DE number 6425911 |
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An intensity model for credit risk with switching Lévy processes (English)
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16 April 2015
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applications to credit risk
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credit risk
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credit derivatives
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Levy process
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