Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events (Q6574588)
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scientific article; zbMATH DE number 7883119
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| English | Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events |
scientific article; zbMATH DE number 7883119 |
Statements
Extending the intensity model with joint defaults to incorporate the lasting effects from common credit events (English)
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18 July 2024
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common credit events
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joint defaults models
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lasting effects
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multiname credit derivatives
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