Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations (Q2254285)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations |
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Asymptotic expansion for term structures of defaultable bonds with non-Gaussian dependent innovations (English)
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4 February 2015
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credit risk
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Edgeworth expansion
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short rates
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term structure
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Vasicek model
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