Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (Q5082824): Difference between revisions
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Revision as of 13:25, 8 February 2024
scientific article; zbMATH DE number 7545757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics |
scientific article; zbMATH DE number 7545757 |
Statements
Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics (English)
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21 June 2022
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binary options
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credit default swaps
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finite difference method
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Parisian-type options
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