Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random |
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Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (English)
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26 July 2019
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vulnerable option
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default
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credit risk
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pricing
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jump-diffusion
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