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On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e}vy Model - MaRDI portal

On Meshfree Collocation to Compute the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable L\'{e}vy Model

From MaRDI portal
Publication:6377293

arXiv2109.04676MaRDI QIDQ6377293

Davood Damircheli, Seyed-Mohammad-Mahdi Kazemi, Mohsen Razzaghi, Ali Foroush Bastani

Publication date: 10 September 2021











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