Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598)

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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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