Research on CDS pricing model with endogenous recovery rate (Q2207878)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Research on CDS pricing model with endogenous recovery rate |
scientific article |
Statements
Research on CDS pricing model with endogenous recovery rate (English)
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23 October 2020
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endogenous recovery rate
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Lévy subordinator processes
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intensity-based model
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Laplace transform
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