University of Zurich - Department of Banking and Finance
CDS, moral hazard, real options, switching option, default risk, optimal stopping problems, Longstaff-Schwarz algorithm
default risk, default contagion, interacting intensities, non Markovian model
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default modeling, credit risk models, random times, enlargements of filtrations, hazard process, immersed filtrations, pseudo‐stopping times, honest times
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