Corporate credit risk prediction under stochastic volatility and jumps (Q1991927)
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scientific article; zbMATH DE number 6971129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corporate credit risk prediction under stochastic volatility and jumps |
scientific article; zbMATH DE number 6971129 |
Statements
Corporate credit risk prediction under stochastic volatility and jumps (English)
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2 November 2018
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credit risk
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CDS spread
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Merton model
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stochastic volatility
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jumps
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