Valuation of vulnerable American options with correlated credit risk (Q2462884): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
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English | Valuation of vulnerable American options with correlated credit risk |
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Valuation of vulnerable American options with correlated credit risk (English)
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5 December 2007
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American options
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derivatives
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default
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credit risk
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multi-exercisable
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martingale
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