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scientific article; zbMATH DE number 6178846
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 6178846 |
Statements
20 June 2013
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credit risk
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mixed-bi-fractional Brownian motion
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default probability
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price of bonds
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value of stocks
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credit spreads
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\texttt{Matlab}
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