The dynamic spread of the forward CDS with general random loss
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Publication:1724436
DOI10.1155/2014/580713zbMath1406.91453OpenAlexW2064004084WikidataQ59039620 ScholiaQ59039620MaRDI QIDQ1724436
Kun Tian, Dewen Xiong, Zhong-Xing Ye
Publication date: 14 February 2019
Published in: Abstract and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/580713
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)
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