Pricing equity default swaps under the jump-to-default extended CEV model (Q483933): Difference between revisions

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+Successive derivatives of Whittaker functions with respect to the first parameter
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+Q3150773
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+The Confluent Hypergeometric Function
@@ Property / cites work: The Confluent Hypergeometric Function / rank @@
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+Systematic equity-based credit risk: A CEV model with jump to default
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+A jump to default extended CEV model: an application of Bessel processes
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+Pricing and Hedging Path-Dependent Options Under the CEV Process
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+Pricing Options on Scalar Diffusions: An Eigenfunction Expansion Approach
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+Lookback options and diffusion hitting times: a spectral expansion approach
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+THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE
@@ Property / cites work: THE SPECTRAL DECOMPOSITION OF THE OPTION VALUE / rank @@
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+Q3999270
@@ Property / cites work: Q3999270 / rank @@
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+Q3259158
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