The<i>k</i>th default time distribution and basket default swap pricing (Q2866391)
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scientific article; zbMATH DE number 6238232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>k</i>th default time distribution and basket default swap pricing |
scientific article; zbMATH DE number 6238232 |
Statements
The<i>k</i>th default time distribution and basket default swap pricing (English)
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13 December 2013
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asset pricing
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applications to default risk
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continuous-time finance
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credit default swaps
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credit derivatives
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martingales
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stochastic differential equations
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