Hedging of a credit default swaption in the CIR default intensity model (Q483934)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of a credit default swaption in the CIR default intensity model |
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Hedging of a credit default swaption in the CIR default intensity model (English)
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17 December 2014
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CDS swaption
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CIR intensity
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hedging
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