Tempered stable structural model in pricing credit spread and credit default swap (Q1621638)
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scientific article; zbMATH DE number 6975837
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempered stable structural model in pricing credit spread and credit default swap |
scientific article; zbMATH DE number 6975837 |
Statements
Tempered stable structural model in pricing credit spread and credit default swap (English)
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9 November 2018
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normal tempered stable process
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structural model
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credit risk
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credit derivatives
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0.8859998
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0.87750304
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0.87679845
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0.8745422
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0.8686829
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0.8686146
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0.86627334
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0.86516404
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