The<i>k</i>th default time distribution and basket default swap pricing (Q2866391): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The<i>k</i>th default time distribution and basket default swap pricing |
scientific article |
Statements
The<i>k</i>th default time distribution and basket default swap pricing (English)
0 references
13 December 2013
0 references
asset pricing
0 references
applications to default risk
0 references
continuous-time finance
0 references
credit default swaps
0 references
credit derivatives
0 references
martingales
0 references
stochastic differential equations
0 references
