Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152): Difference between revisions
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Revision as of 21:05, 19 March 2024
scientific article
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English | Pricing credit derivatives under stochastic recovery in a hybrid model |
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Pricing credit derivatives under stochastic recovery in a hybrid model (English)
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26 November 2011
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CDS pricing
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credit risk
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recovery rate
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