American step-up and step-down default swaps under Lévy models (Q5746748): Difference between revisions
From MaRDI portal
Latest revision as of 08:54, 7 July 2024
scientific article; zbMATH DE number 6256465
Language | Label | Description | Also known as |
---|---|---|---|
English | American step-up and step-down default swaps under Lévy models |
scientific article; zbMATH DE number 6256465 |
Statements
American step-up and step-down default swaps under Lévy models (English)
0 references
8 February 2014
0 references
optimal stopping
0 references
credit default swaps
0 references
step-up and step-down options
0 references
Lévy processes
0 references
scale functions
0 references
0 references
0 references
0 references
0 references
0 references