Mathematical analysis of a credit default swap with counterparty risks (Q5056722)
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scientific article; zbMATH DE number 7629641
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical analysis of a credit default swap with counterparty risks |
scientific article; zbMATH DE number 7629641 |
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Mathematical analysis of a credit default swap with counterparty risks (English)
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8 December 2022
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credit default swap
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counterparty risk
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structure model
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intensity model
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CIR model
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