Pricing Derivatives on Financial Securities Subject to Credit Risk
作者： ROBERT A. JARROW , STUART M. TURNBULL
DOI: 10.1111/J.1540-6261.1995.TB05167.X
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摘要: This article provides a new methodology for pricing and hedging derivative securities involving credit risk. Two types of credit risks are considered. The first is where the asset underlying …
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sci-hub.se 参考文章(27)
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