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zbMath1449.91153MaRDI QIDQ3307419

Chunmei Jiang

Publication date: 12 August 2020

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

zbMATH Keywords

weak convergence default risk basket options Riccati's equations

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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