Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (Q4610234): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1088/1469-7688/4/3/003 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2134851826 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 00:23, 20 March 2024
scientific article; zbMATH DE number 7002129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model |
scientific article; zbMATH DE number 7002129 |
Statements
Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (English)
0 references
15 January 2019
0 references
credit swaps
0 references
Li model
0 references
Greeks
0 references
