(人民币与外币)调剂价;
If the underlying asset value follow the jump diffusion process with two-sided exponentially distributed jump, we obtain the conditional default arrival rate and the exact limit fo credit default swap price at the short end of the term structure.
对标的资产价值服从双指数跳扩散模型,得到了条件违约风险率和信用违约互换的短期价格极限。
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