Pricing vulnerable European options with stochastic default barriers (Q5432705)
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scientific article; zbMATH DE number 5221265
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable European options with stochastic default barriers |
scientific article; zbMATH DE number 5221265 |
Statements
Pricing vulnerable European options with stochastic default barriers (English)
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18 December 2007
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option pricing
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credit risk
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derivatives
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