STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (Q3465020)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES |
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STRUCTURAL CREDIT RISK MODELS WITH LÉVY PROCESSES: THE VG AND NIG CASES (English)
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28 January 2016
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credit risk
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structural models
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default probabilities
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Lévy processes
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