CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS (Q2842532): Difference between revisions
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Latest revision as of 09:29, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS |
scientific article |
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CREDIT DERIVATIVES PRICING WITH STOCHASTIC VOLATILITY MODELS (English)
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15 August 2013
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stochastic volatility
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Heath-Jarrow-Morton framework
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defaultable bond prices
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credit spreads
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CDS rates
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