Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (Q5742992): Difference between revisions
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scientific article; zbMATH DE number 7052341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model |
scientific article; zbMATH DE number 7052341 |
Statements
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model (English)
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8 May 2019
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credit default swap
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hybrid credit-equity model
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constant elasticity of variance model
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asymptotic expansion
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foreign exchange rate
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