Corporate security prices in structural credit risk models with incomplete information (Q5743118)
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scientific article; zbMATH DE number 7052622
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Corporate security prices in structural credit risk models with incomplete information |
scientific article; zbMATH DE number 7052622 |
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Corporate security prices in structural credit risk models with incomplete information (English)
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8 May 2019
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derivative asset analysis for corporate securities
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incomplete information
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stochastic filtering
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structural credit risk models
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