Single and joint default in a structural model with purely discontinuous asset prices (Q3557566)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single and joint default in a structural model with purely discontinuous asset prices |
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Single and joint default in a structural model with purely discontinuous asset prices (English)
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23 April 2010
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credit risk
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structural models
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Lévy asset prices
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default probability
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joint default
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