A Central Limit Theorem and Regime-Switching Jump-Diffusion Credit Risks

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Authors: Quan‐Hoang Vuong
Cited by: 1

Fields of Study & Subjects

Credit Risk and Financial Regulations Stochastic processes and financial applications Probability and Risk Models

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint