Searching for "On Interacting Defaults." – sorted by Relevance.
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Interacting defaults and counterparty risk: A Markovian approach
- …Interacting Defaults and Counterparty Risk: a Markovian Approach Rüdiger Frey and Jochen Backhaus…
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2008), ‘Pricing and Hedging of Portfolio Credit Derivatives with Interacting Default Intensites
- …Pricing and Hedging of Portfolio Credit Derivatives with Interacting Default Intensities Rüdiger…
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Preventing False Temporal Implicatures: Interactive Defaults for Text Generation
- …Preventing False Temporal Implicatures: Interactive Defaults for Text Generation* Jon Oberlander…
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Discourse Generation, Temporal Constraints, and Defeasible Reasoning
- … be done: a version of Hobbs et al's [1988, 1990] Generation as Abduction, and the Interactive Defaults…
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Representing Defaults as Sentences with Reduced Priority
- … approach makes for simpler representation of defaults and their interactions. 2. Describe a syntax…
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Structural Recovery of Face Value at Default
- … their interpretation as the default-free term structure (level and slope) interacts with the recovery form…
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Liquidity and credit risk
- … to the shape of the term structure of liquidity spreads as well as to its interaction with default risk. We…
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Rules, Reasons, Arguments. Formal studies of argumentation and defeat
- … Reiter (1980). Reiter, R., and Criscuolo, G. (1981). On interacting defaults. Proceedings of the Seventh…
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Object-Oriented Frameworks
- … of control * Defines object interaction * Provides default behaviour With respect to the architectural…
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Interactive Algorithms 2005
- …. In the rest of the article, we concentrate on intrastep interaction; by default interaction means intrastep…
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