Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (Q2036854)
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| Language | Label | Description | Also known as |
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| English | Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes |
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Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes (English)
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30 June 2021
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vulnerable options
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hybrid credit risk model
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Heston-Nandi GARCH model
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closed form formula
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