Valuing credit default swap under a double exponential jump diffusion model (Q462273)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Valuing credit default swap under a double exponential jump diffusion model |
scientific article |
Statements
Valuing credit default swap under a double exponential jump diffusion model (English)
0 references
3 November 2014
0 references