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Q3550879 - MaRDI portal

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scientific article
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scientific article

    Statements

    publication date
    7 April 2010
    0 references
    zbMATH Keywords
    credit risk
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    discretization scheme
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    CIR
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    call-put duality
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    American options
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    Identifiers

    Mathematics Subject Classification ID
    91-02
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    91G40
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    91G20
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    zbMATH DE Number
    5690108
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