Modeling credit default swap premiums with stochastic recovery rate
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Publication:6288002
arXiv1706.05703MaRDI QIDQ6288002FDOQ6288002
Farzaneh Niknejad, Zahra Sokoot, N. Modarresi
Publication date: 18 June 2017
Abstract: There are many studies on development of models for analyzing some derivatives such as credit default swaps .
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