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cond-mat.soft2000
Corporate Default Behavior: A Simple Stochastic Model
Ting Lei, Raymond J. Hawkins
We compare observed corporate cumulative default probabilities to those calculated using a stochastic model based on an extension of the work of Black and Cox and find that corpora…
cond-mat2000★ 14 cited
Relaxation Processes in Administered-Rate Pricing
Raymond J. Hawkins, Michael R. Arnold
We show how a novel application of the theory of anelasticity unifies the observed dynamics and proposed models of administered-rate products. This theory yields a straightforward…