Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random |
scientific article |
Statements
Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (English)
0 references
26 July 2019
0 references
vulnerable option
0 references
default
0 references
credit risk
0 references
pricing
0 references
jump-diffusion
0 references
