Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288)
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scientific article; zbMATH DE number 6048112
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Defaultable Bonds in a Markov Modulated Market |
scientific article; zbMATH DE number 6048112 |
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Pricing Defaultable Bonds in a Markov Modulated Market (English)
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20 June 2012
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Credit spread
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defaultable bond
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minimal martingale measure
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quadratic hedging
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structural approach
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