Two frameworks for pricing defaultable derivatives (Q2213633)
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scientific article; zbMATH DE number 7281188
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Two frameworks for pricing defaultable derivatives |
scientific article; zbMATH DE number 7281188 |
Statements
Two frameworks for pricing defaultable derivatives (English)
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2 December 2020
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stopping times
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default
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risk-neutral measure
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asset pricing
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derivative pricing
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convertible bonds
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0.8320175409317017
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0.7774326801300049
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0.7668614983558655
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0.7596158981323242
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