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The valuation of credit guarantees by compound options - MaRDI portal

The valuation of credit guarantees by compound options (Q1841812)

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scientific article; zbMATH DE number 1565843
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English
The valuation of credit guarantees by compound options
scientific article; zbMATH DE number 1565843

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    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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