Pricing credit default swaps under a multi-scale stochastic volatility model (Q1620315): Difference between revisions
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Revision as of 22:04, 12 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing credit default swaps under a multi-scale stochastic volatility model |
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Pricing credit default swaps under a multi-scale stochastic volatility model (English)
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13 November 2018
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credit default swaps
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multi-scale
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stochastic volatility
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perturbation method
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down-and-out binary option
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