No label defined (Q5483689)
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scientific article; zbMATH DE number 5048394
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|---|---|---|---|
| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 5048394 |
Statements
23 August 2006
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default intensity
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correlation
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mean-reverting process
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vulnerable European call option
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0.8804893
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0.8736695
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0.87243646
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0.8700318
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