AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750): Difference between revisions
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Latest revision as of 10:34, 30 July 2024
scientific article; zbMATH DE number 7413997
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING |
scientific article; zbMATH DE number 7413997 |
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AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (English)
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26 October 2021
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analytical approximation
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credit default swap
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regime switching
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Fourier cosine series
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