Randomized structural models of credit spreads (Q2866361)
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scientific article; zbMATH DE number 6238210
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Randomized structural models of credit spreads |
scientific article; zbMATH DE number 6238210 |
Statements
Randomized structural models of credit spreads (English)
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13 December 2013
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randomized Merton
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randomized Black-Cox
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incomplete information
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solvency ratio
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credit spreads
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