COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (Q3225032)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES |
scientific article |
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COUNTERPARTY RISK FOR CREDIT DEFAULT SWAP WITH STATES RELATED DEFAULT INTENSITY PROCESSES (English)
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13 March 2012
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credit default swap
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counterparty risk
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Markov modulated processes
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