Valuing credit derivatives in a jump-diffusion model (Q2383797)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing credit derivatives in a jump-diffusion model |
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Valuing credit derivatives in a jump-diffusion model (English)
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19 September 2007
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Credit derivatives
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jump-diffusion model
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Gaver-Stehfest algorithm
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