Up and down credit risk (Q3064015): Difference between revisions
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Property / cites work: The multiplicity of an increasing family of \(\sigma\)-fields / rank | |||
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Property / cites work: PRICING AND HEDGING IN A DYNAMIC CREDIT MODEL / rank | |||
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Property / cites work: Calcul stochastique et problèmes de martingales / rank | |||
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Latest revision as of 14:34, 3 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Up and down credit risk |
scientific article |
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Up and down credit risk (English)
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20 December 2010
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credit risk
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computational finance
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financial mathematics
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model calibration
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