Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (Q3375386)
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scientific article; zbMATH DE number 5009971
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| default for all languages | No label defined |
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| English | Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension |
scientific article; zbMATH DE number 5009971 |
Statements
Pricing Black–Scholes options with correlated interest rate risk and credit risk: an extension (English)
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8 March 2006
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0.8190557360649109
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0.8023744821548462
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0.7941045761108398
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0.78347247838974
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