A Monte-Carlo based approach for pricing credit default swaps with regime switching (Q2293596)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Monte-Carlo based approach for pricing credit default swaps with regime switching |
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A Monte-Carlo based approach for pricing credit default swaps with regime switching (English)
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5 February 2020
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credit default swap
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down-and-out binary option
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regime switching
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Monte Carlo
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time-dependent Black-Scholes equation
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