The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522): Difference between revisions
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Revision as of 18:28, 5 March 2024
scientific article; zbMATH DE number 7459561
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model |
scientific article; zbMATH DE number 7459561 |
Statements
The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (English)
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19 January 2022
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