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European Options in Market Models with Multiple Defaults: the BSDE approach

Fuente: arXiv

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Détails bibliographiques
Auteurs principaux:	Grigorova, Miryana, Wheeldon, James
Format:	Preprint
Publié:	2026
Sujets:	Mathematical Finance Optimization and Control Probability Pricing of Securities
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

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