On valuation with stochastic proportional hazard models in finance (Q2841334)
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scientific article; zbMATH DE number 6191021
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On valuation with stochastic proportional hazard models in finance |
scientific article; zbMATH DE number 6191021 |
Statements
24 July 2013
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event risk
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proportional hazard model
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Gaussian process
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affine process
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quadratic Gaussian process
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Lévy process
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time-changed Lévy process
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On valuation with stochastic proportional hazard models in finance (English)
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