The dependence of assets and default threshold with thinning-dependence structure (Q2358872)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The dependence of assets and default threshold with thinning-dependence structure |
scientific article |
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The dependence of assets and default threshold with thinning-dependence structure (English)
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16 June 2017
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dependent jump-diffusion processes
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default time
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default probability
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defaultable bond
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