Pricing credit derivatives under stochastic recovery in a hybrid model (Q3103152): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 10:42, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing credit derivatives under stochastic recovery in a hybrid model |
scientific article |
Statements
Pricing credit derivatives under stochastic recovery in a hybrid model (English)
0 references
26 November 2011
0 references
CDS pricing
0 references
credit risk
0 references
recovery rate
0 references