Evaluation of credit derivatives with imperfect information (Q2655601)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluation of credit derivatives with imperfect information |
scientific article |
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Evaluation of credit derivatives with imperfect information (English)
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25 January 2010
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price process
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collateralized debt obligation
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CDO
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filtering
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Markov chain
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