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Pricing of Defaultable Claims in a Semimartingale Setting

Year of publication:
2016
Authors: Prohl, Silke
Publisher: [2016]: [S.l.] : SSRN
Subject: Martingal | Martingale | Optionspreistheorie | Option pricing theory | Insolvenz | Insolvency
Description of contents:
This paper studies pricing and valuation of defaultable claims in a semimartingale setting
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