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zbMath1199.91249MaRDI QIDQ3641497

Publication date: 11 November 2009

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

zbMATH Keywords

credit risk jump-diffusion process corporate debt corporate value vulnerable European option pricing

Mathematics Subject Classification ID

Diffusion processes (60J60) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (1)

Vulnerable options pricing under uncertain volatility model

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