Credit risk and contagion via self-exciting default intensity (Q902175)
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scientific article; zbMATH DE number 6527172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Credit risk and contagion via self-exciting default intensity |
scientific article; zbMATH DE number 6527172 |
Statements
Credit risk and contagion via self-exciting default intensity (English)
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7 January 2016
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credit derivative
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default contagion
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frailty
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self-exciting process
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Markov chain
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