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subject:"Finanzmathematik"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Monte-Carlo-Simulation"
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Finanzmathematik
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Credit derivative
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Euler-Maruyama stochastic integral approximation
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
2
Distributional deviations in random number generation in finance
Chavez, Sergio
;
Platen, Eckhard
-
2008
Persistent link: https://www.econbiz.de/10003857127
Saved in:
3
Modelling the evolution of credit spreads using the Cox process within the HUM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2008
Persistent link: https://www.econbiz.de/10003857131
Saved in:
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