Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (Q2951895): Difference between revisions
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Latest revision as of 09:52, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model |
scientific article |
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Stochastic volatility asymptotics of defaultable interest rate derivatives under a quadratic Gaussian model (English)
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10 January 2017
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defaultable bond
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stochastic volatility
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bond options
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quadratic model
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