A structural credit risk model with stochastic volatility and jumps (Q2815806)
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scientific article; zbMATH DE number 6599955
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A structural credit risk model with stochastic volatility and jumps |
scientific article; zbMATH DE number 6599955 |
Statements
30 June 2016
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risky debts
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jump-diffusion model
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stochastic volatility
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Fourier transform technique
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A structural credit risk model with stochastic volatility and jumps (English)
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