Default Times in a Continuous Time Markov Chain Economy (Q4584997)
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scientific article; zbMATH DE number 6932196
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default Times in a Continuous Time Markov Chain Economy |
scientific article; zbMATH DE number 6932196 |
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Default Times in a Continuous Time Markov Chain Economy (English)
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5 September 2018
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continuous time
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Markov chain
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default time
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stochastic discount function
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credit risk
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