A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718): Difference between revisions
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Revision as of 20:27, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives |
scientific article |
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A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (English)
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12 February 2012
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credit risk derivatives
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no-arbitrage
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