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zbMath1289.91163MaRDI QIDQ2859944

Jianping Fu

Publication date: 19 November 2013

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

branching process pricing model default contagion

Mathematics Subject Classification ID

Applications of branching processes (60J85) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Credit risk (91G40)

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