Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358): Difference between revisions
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| Property / DOI: 10.1186/s13662-018-1915-1 / rank | |||
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Latest revision as of 05:47, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options with variable default boundary under jump-diffusion processes |
scientific article |
Statements
Pricing vulnerable options with variable default boundary under jump-diffusion processes (English)
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4 February 2019
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credit risk
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default
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jump-diffusion
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pricing
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vulnerable option
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