Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / DOI | |||
| Property / DOI: 10.1186/s13662-018-1915-1 / rank | |||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q128756298 / rank | |||
Normal rank | |||
| Property / DOI | |||
| Property / DOI: 10.1186/S13662-018-1915-1 / rank | |||
Normal rank | |||
Latest revision as of 06:47, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options with variable default boundary under jump-diffusion processes |
scientific article |
Statements
Pricing vulnerable options with variable default boundary under jump-diffusion processes (English)
0 references
4 February 2019
0 references
credit risk
0 references
default
0 references
jump-diffusion
0 references
pricing
0 references
vulnerable option
0 references
0 references
