scientific article; zbMATH DE number 5048394

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zbMath1098.60509MaRDI QIDQ5483689

Shiyin Li, Liping Song

Publication date: 23 August 2006

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

zbMATH Keywords

correlation mean-reverting process default intensity vulnerable European call option

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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