The pricing of credit default swaps under a generalized mixed fractional Brownian motion (Q1782751): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:04, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The pricing of credit default swaps under a generalized mixed fractional Brownian motion |
scientific article |
Statements
The pricing of credit default swaps under a generalized mixed fractional Brownian motion (English)
0 references
20 September 2018
0 references
generalized mixed fractional Brownian motion
0 references
credit default swaps
0 references
pricing swaps
0 references
