No arbitrage in a simple credit risk model (Q2349364): Difference between revisions
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Revision as of 20:23, 9 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No arbitrage in a simple credit risk model |
scientific article |
Statements
No arbitrage in a simple credit risk model (English)
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22 June 2015
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arbitrage
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credit risk
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martingale measure
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