Jump diffusion in credit barrier modeling: a partial integro-differential equation approach (Q3572016)
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scientific article; zbMATH DE number 5728744
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| English | Jump diffusion in credit barrier modeling: a partial integro-differential equation approach |
scientific article; zbMATH DE number 5728744 |
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Jump diffusion in credit barrier modeling: a partial integro-differential equation approach (English)
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30 June 2010
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0.7854024171829224
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0.756922721862793
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0.7543559670448303
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0.7531821131706238
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0.7530211806297302
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