Linear credit risk models
Year of publication: |
2020
|
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Authors: | Ackerer, Damien ; Filipović, Damir |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 24.2020, 1, p. 169-214
|
Subject: | Credit default swap | Credit derivatives | Credit risk | Polynomial model | Survival process | Kreditrisiko | Kreditderivat | Credit derivative | Derivat | Derivative | Finanzdienstleistung | Financial services | Optionspreistheorie | Option pricing theory |
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