Modelling Credit Risk in the Jump Threshold Framework (Q5742503)
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scientific article; zbMATH DE number 7054591
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modelling Credit Risk in the Jump Threshold Framework |
scientific article; zbMATH DE number 7054591 |
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Modelling Credit Risk in the Jump Threshold Framework (English)
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15 May 2019
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credit risk
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Lévy processes
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affine processes
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