Valuing credit derivatives in a jump-diffusion model (Q2383797): Difference between revisions

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+https://doi.org/10.1016/j.amc.2007.01.088
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+W2018937205
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@@ Property / cites work @@
+The Fourier-series method for inverting transforms of probability distributions
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+A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
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@@ Property / cites work @@
+A Jump-Diffusion Model for Option Pricing
@@ Property / cites work: A Jump-Diffusion Model for Option Pricing / rank @@
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+First passage times of a jump diffusion process
@@ Property / cites work: First passage times of a jump diffusion process / rank @@
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+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
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