Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824)
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scientific article; zbMATH DE number 7545757
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics |
scientific article; zbMATH DE number 7545757 |
Statements
Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (English)
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21 June 2022
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binary options
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credit default swaps
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finite difference method
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Parisian-type options
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0.7926986813545227
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0.7690462470054626
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0.764880359172821
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0.7645933628082275
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0.7598433494567871
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