Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Intensity process for a pure jump Lévy structural model with incomplete information |
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Intensity process for a pure jump Lévy structural model with incomplete information (English)
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27 February 2015
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pure jump Lévy process
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credit risk model
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unobservable random barrier
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first passage time
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path-dependent intensity process
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