Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288): Difference between revisions

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Latest revision as of 09:35, 5 July 2024

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Pricing Defaultable Bonds in a Markov Modulated Market
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    Pricing Defaultable Bonds in a Markov Modulated Market (English)
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    20 June 2012
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    Credit spread
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    defaultable bond
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    minimal martingale measure
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    quadratic hedging
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    structural approach
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