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A Gaussian Rates-Credit Pricing Framework
Interest Rate Derivatives Explained: Volume 2
◽
10.1057/978-1-137-36019-9_10
◽
2017
◽
pp. 175-181
Author(s):
Jörg Kienitz
◽
Peter Caspers
Keyword(s):
Credit Pricing
◽
Pricing Framework
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10.2139/ssrn.3171069
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Author(s):
Lee Jackson
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Matthew Tarbard
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Valuation of Default Risks in Percentage Leases in Option Pricing Framework
10.15396/eres2003_157
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2003
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Testing hedges under the standard tranched credit pricing model
The Journal of Risk
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10.21314/jor.2009.206
◽
2009
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Vol 12
(2)
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Christopher Finger
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A PDE Pricing Framework for Cross-Currency Interest Rate Derivatives
SSRN Electronic Journal
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10.2139/ssrn.1502302
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◽
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◽
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◽
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Capital Asset Pricing Framework
SSRN Electronic Journal
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10.2139/ssrn.2155510
◽
2012
◽
Author(s):
Bartłomiej Schmidt
Keyword(s):
Asset Pricing
◽
Capital Asset Pricing
◽
Capital Asset
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Chapter 8. Behavioral Economics and Credit Pricing
Pricing Credit Products
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10.1515/9781503605657-011
◽
2020
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pp. 185-204
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Behavioral Economics
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Integrated pricing framework for optimal power and semi-dynamic traffic flow problem
IET Renewable Power Generation
◽
10.1049/iet-rpg.2020.0150
◽
2020
◽
Author(s):
Zhe Zhou
◽
Xuan Zhang
◽
Qinglai Guo
◽
Hongbin Sun
Keyword(s):
Traffic Flow
◽
Flow Problem
◽
Dynamic Traffic
◽
Optimal Power
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Pricing Framework
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Construction of generalized modular design and pricing framework and its application
Journal of Mechanical Engineering
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10.3901/jme.2007.04.205
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2007
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Xu LI
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Extension of the Probabilistic Security Pricing Framework to Derivative Securities
Credit Risk, Capital Structure, and the Pricing of Equity Options
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10.1007/978-3-7091-3717-8_6
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2003
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pp. 115-138
Author(s):
Michael Hanke
Keyword(s):
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A High-Dimensional Pricing Framework for Fi nancial Instruments Valuation
SSRN Electronic Journal
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10.2139/ssrn.2432019
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2014
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Author(s):
Mercier Jean-Marc
Keyword(s):
High Dimensional
◽
Pricing Framework
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