The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751)
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scientific article; zbMATH DE number 6939899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of credit default swaps under a generalized mixed fractional Brownian motion |
scientific article; zbMATH DE number 6939899 |
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The pricing of credit default swaps under a generalized mixed fractional Brownian motion (English)
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20 September 2018
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generalized mixed fractional Brownian motion
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credit default swaps
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pricing swaps
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0.90244746
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0.9003676
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0.8947684
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0.8934028
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0.8920935
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0.88980925
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