Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (Q2445987)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time survival probability and credit default swaps pricing under geometric Lévy markets |
scientific article |
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Finite-time survival probability and credit default swaps pricing under geometric Lévy markets (English)
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15 April 2014
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credit default swap
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finite-time survival probability
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first-passage time
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Lévy process
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structural model
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