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Credit risk 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Lévy process 1 Option pricing theory 1 Optionspreistheorie 1 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Stochastic process 1 Stochastischer Prozess 1 Wahrscheinlichkeitsrechnung 1 credit risk 1 default probability 1 distance to default 1 gamma process 1 inverse gaussian process 1 one-sided process 1 variance gamma process 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Aguilar, Jean-Philippe 1 James, Victor 1 Pesci, Nicolas 1
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Applied mathematical finance 1
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A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe; Pesci, Nicolas; James, Victor - In: Applied mathematical finance 28 (2021) 1, pp. 48-78
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