Time-Changed Birth Processes and Multiname Credit Derivatives (Q3100403)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-Changed Birth Processes and Multiname Credit Derivatives |
scientific article |
Statements
Time-Changed Birth Processes and Multiname Credit Derivatives (English)
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24 November 2011
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asset pricing
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portfolio credit derivatives
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risk management
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hedging
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self-exciting point processes
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birth process
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time change
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