Valuing credit default swap under a double exponential jump diffusion model (Q462273)
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scientific article; zbMATH DE number 6365073
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing credit default swap under a double exponential jump diffusion model |
scientific article; zbMATH DE number 6365073 |
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Valuing credit default swap under a double exponential jump diffusion model (English)
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3 November 2014
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credit default swap
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Brownian motion
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double exponential jump-diffusion model
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