scientific article; zbMATH DE number 6262842

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zbMath1289.91178MaRDI QIDQ5398900

Shiyin Li, Shuzhen Tu

Publication date: 28 February 2014

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

zbMATH Keywords

equivalent martingale measure credit risk doubly stochastic Poisson process default intensity compound option

Mathematics Subject Classification ID

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

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