NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (Q5376999): Difference between revisions
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Revision as of 09:27, 30 July 2024
scientific article; zbMATH DE number 7057292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS |
scientific article; zbMATH DE number 7057292 |
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NEW MODEL FOR PRICING QUANTO CREDIT DEFAULT SWAPS (English)
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21 May 2019
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quanto credit default swaps
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reduced form models
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jump-at-default
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stochastic interest rates
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radial basis function method
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