Structural credit risk model driven by Lévy process under knight uncertainty (Q6165397)
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scientific article; zbMATH DE number 7720634
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Structural credit risk model driven by Lévy process under knight uncertainty |
scientific article; zbMATH DE number 7720634 |
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Structural credit risk model driven by Lévy process under knight uncertainty (English)
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31 July 2023
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structural credit risk model
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Lévy process
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knight uncertainty
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numerical analysis
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