Multiscale Intensity Models for Single Name Credit Derivatives (Q3502204)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multiscale Intensity Models for Single Name Credit Derivatives |
scientific article |
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Multiscale Intensity Models for Single Name Credit Derivatives (English)
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22 May 2008
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defaultable bond
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credit default swap
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defaultable bond option
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asymptotic approximation
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time scales
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