The valuation of credit guarantees by compound options (Q1841812)
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scientific article; zbMATH DE number 1565843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The valuation of credit guarantees by compound options |
scientific article; zbMATH DE number 1565843 |
Statements
The valuation of credit guarantees by compound options (English)
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18 February 2001
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option valuation
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compound options
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valuation of guarantees
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valuation of derivatives
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