Empirical analysis and calibration of the CEV process for pricing equity default swaps (Q2866396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical analysis and calibration of the CEV process for pricing equity default swaps |
scientific article |
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Empirical analysis and calibration of the CEV process for pricing equity default swaps (English)
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13 December 2013
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equity default swaps
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credit default swaps
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CEV process
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probability of default
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Monte Carlo simulation
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