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- 2017-03-28 Paper Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks...10 bytes (16 words) - 11:13, 6 October 2023
- model; double-name credit-linked note Mathematics Subject Classification ID 91G20: Derivative securities (option pricing, hedging, etc.) 91G40: Credit risk...15 bytes (78 words) - 07:25, 30 January 2024