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zbMath1249.91134MaRDI QIDQ2885988

Hongxia Gao, Zhengyuan Wei

Publication date: 1 June 2012

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

zbMATH Keywords

option pricing default risk multiple jump-diffusion processes vulnerable European option

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)

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