Valuing fade-in options with default risk in Heston-Nandi GARCH models (Q2165384): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Valuing fade-in options with default risk in Heston-Nandi GARCH models |
scientific article |
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Valuing fade-in options with default risk in Heston-Nandi GARCH models (English)
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19 August 2022
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fade-in options
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default risk
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GARCH processes
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reduced form models
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