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~isPartOf:"Applied mathematical finance"
~subject:"Derivative"
~subject:"Volatilität"
~type_genre:"Article in journal"
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Search: subject_exact:"CDS (Credit Default Swap)"
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Applied mathematical finance
International journal of theoretical and applied finance
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International journal of economics and finance
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A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
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2
Exponential Lévy models extended by a jump to default
Yamazaki, Akira
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
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