Defaultable Bond Markets with Jumps (Q5388160)
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scientific article; zbMATH DE number 6025230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Defaultable Bond Markets with Jumps |
scientific article; zbMATH DE number 6025230 |
Statements
Defaultable Bond Markets with Jumps (English)
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18 April 2012
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defaultable bonds market
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HJM and CIR models with jumps
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systems of BSDEs
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