Valuation and optimal design to defaultable security (Q3419237)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuation and optimal design to defaultable security |
scientific article |
Statements
Valuation and optimal design to defaultable security (English)
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6 February 2007
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default risk
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reduced-form model
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RMV
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BSDE
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stochastic maximum principle
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quasi-linear utility
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