A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (Q3008488)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES |
scientific article |
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A UNIFIED FRAMEWORK FOR PRICING CREDIT AND EQUITY DERIVATIVES (English)
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16 June 2011
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defaultable bond
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defaultable stock
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equity options
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stochastic interest rate
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implied volatility
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multiscale perturbation method
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