Two frameworks for pricing defaultable derivatives (Q2213633): Difference between revisions
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Revision as of 06:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two frameworks for pricing defaultable derivatives |
scientific article |
Statements
Two frameworks for pricing defaultable derivatives (English)
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2 December 2020
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stopping times
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default
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risk-neutral measure
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asset pricing
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derivative pricing
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convertible bonds
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