A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (Q882492)
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scientific article; zbMATH DE number 5156686
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mixed PDE-Monte Carlo approach for pricing credit default index swaptions |
scientific article; zbMATH DE number 5156686 |
Statements
A mixed PDE-Monte Carlo approach for pricing credit default index swaptions (English)
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24 May 2007
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