Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598)
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English | Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique |
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Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (English)
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17 June 2015
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constant proportional debt obligation
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Laplace transform
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double exponential jump diffusion process
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