Default ambiguity
Year of publication: |
2019
|
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Authors: | Fadina, Tolulope ; Schmidt, Thorsten |
Subject: | model ambiguity | default time | credit risk | no-arbitrage | reduced-form HJM models | recovery process | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency | Zinsstruktur | Yield curve | Entscheidung unter Unsicherheit | Decision under uncertainty | Derivat | Derivative |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks7020064 [DOI] hdl:10419/257902 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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