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Zahra Sokoot

1 paper hereh-index 00 citations2 works total

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author position
  • first author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PR1

identity via Semantic Scholar / OpenAlex

collaborators

1 paper

q-fin.PR2017

Modeling credit default swap premiums with stochastic recovery rate

Zahra Sokoot, Navideh Modarresi, Farzaneh Niknejad

There are many studies on development of models for analyzing some derivatives such as credit default swaps .

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