PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (Q5420699)
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scientific article; zbMATH DE number 6304159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS |
scientific article; zbMATH DE number 6304159 |
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PRICING EQUATIONS IN JUMP-TO-DEFAULT MODELS (English)
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13 June 2014
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jump-to-default model
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credit risk
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martingales
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Black-Scholes equation
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