Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007)

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scientific article; zbMATH DE number 7449318
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Pricing vulnerable European options under a two-sided jump model via Laplace transforms
scientific article; zbMATH DE number 7449318

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    Pricing vulnerable European options under a two-sided jump model via Laplace transforms (English)
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    17 December 2021
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    vulnerable options
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    two-sided jump model
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    Laplace transform
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    credit risk
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