A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (Q3444869)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES |
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A MARKOVIAN DEFAULTABLE TERM STRUCTURE MODEL WITH STATE DEPENDENT VOLATILITIES (English)
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5 June 2007
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defaultable HJM model
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stochastic credit spreads
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defaultable bond prices
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