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Stock options and credit default swaps a joint framework for valuation and estimation

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Skip to main content Search Data Providers Services Blog About Contact us. Download PDF KB. Mathematical Institute Eprints Archive. Preview Your browser does not support iframes. Incorporating equity derivatives into the CreditGrades model, Local Volatility Enhanced by a Jump to Default, On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. Options under Local Volatility, Stock Options and Credit Default Swaps: A Joint Framework for Valuation and Estimation. If you think this content is not provided as Open Access according to the BOAI definition then please contact us immediately.

Credit Default Swaps CDS (subtitulado en espanol).

Credit Default Swaps CDS (subtitulado en espanol).

3 thoughts on “Stock options and credit default swaps a joint framework for valuation and estimation”

  1. korek says:

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  3. Allock says:

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inserted by FC2 system