On the probability of default in a market with price clustering and jump risk (Q2175460)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the probability of default in a market with price clustering and jump risk |
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On the probability of default in a market with price clustering and jump risk (English)
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29 April 2020
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probability of default
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sticky double exponential jump diffusion process
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price clustering
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Laplace transform
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