Pricing Options on Defaultable Stocks* (Q3523656)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing Options on Defaultable Stocks* |
scientific article |
Statements
Pricing Options on Defaultable Stocks* (English)
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5 September 2008
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option pricing
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multiscale perturbation methods
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defaultable stocks
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stochastic intensity of default
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implied volatility skew
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