The intensity model for pricing credit securities with jump diffusion and counterparty risk (Q541467)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The intensity model for pricing credit securities with jump diffusion and counterparty risk |
scientific article |
Statements
The intensity model for pricing credit securities with jump diffusion and counterparty risk (English)
0 references
7 June 2011
0 references
