Pricing vulnerable power exchange options in an intensity based framework (Q2423595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable power exchange options in an intensity based framework |
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Pricing vulnerable power exchange options in an intensity based framework (English)
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20 June 2019
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power exchange options
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credit risk
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doubly stochastic Poisson process
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default
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