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scientific article; zbMATH DE number 7699471
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scientific article; zbMATH DE number 7699471

    Statements

    author
    Guohe Deng
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    Jiaqin Wang
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    publication date
    20 June 2023
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    zbMATH Keywords
    credit risk
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    multidimensional jump-diffusion process
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    structural model
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    Fourier transform
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    numerical calculation
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    91G60
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    60J74
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    zbMATH DE Number
    7699471
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