DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (Q3005840): Difference between revisions
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Revision as of 09:20, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK |
scientific article |
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DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK (English)
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9 June 2011
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defaultable options
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game options
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American options
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pricing
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hedging
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reflected BSDEs
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variational inequalities
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convertible bonds
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