A unified approach to pricing and risk management of equity and credit risk (Q2349596)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A unified approach to pricing and risk management of equity and credit risk |
scientific article |
Statements
A unified approach to pricing and risk management of equity and credit risk (English)
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17 June 2015
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default risk
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affine processes
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stochastic volatility
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market price of risk
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change of measure
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jump-to-default
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