Multiple jump-diffusion models and vulnerable European option pricing (Q2885988)
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scientific article; zbMATH DE number 6040821
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiple jump-diffusion models and vulnerable European option pricing |
scientific article; zbMATH DE number 6040821 |
Statements
1 June 2012
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multiple jump-diffusion processes
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default risk
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vulnerable European option
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option pricing
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Multiple jump-diffusion models and vulnerable European option pricing (English)
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