Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799)

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scientific article; zbMATH DE number 7696914
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Credit default swap pricing with counterparty risk in a reduced form model with a common jump process
scientific article; zbMATH DE number 7696914

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    Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (English)
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    16 June 2023
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    CDS pricing
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    common jump
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    counterparty risk
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