PDE approach to valuation and hedging of credit derivatives (Q5711164): Difference between revisions
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scientific article; zbMATH DE number 2237352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE approach to valuation and hedging of credit derivatives |
scientific article; zbMATH DE number 2237352 |
Statements
PDE approach to valuation and hedging of credit derivatives (English)
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9 December 2005
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credit derivatives
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hedging
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valuation
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PDE approach
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