Pricing vulnerable European options under a two-sided jump model via Laplace transforms (Q5018007): Difference between revisions
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Latest revision as of 23:59, 19 March 2024
scientific article; zbMATH DE number 7449318
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable European options under a two-sided jump model via Laplace transforms |
scientific article; zbMATH DE number 7449318 |
Statements
Pricing vulnerable European options under a two-sided jump model via Laplace transforms (English)
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17 December 2021
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vulnerable options
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two-sided jump model
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Laplace transform
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credit risk
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