A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (Q4909138)
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scientific article; zbMATH DE number 6143522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL |
scientific article; zbMATH DE number 6143522 |
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A CLOSED-FORM EXTENSION TO THE BLACK-COX MODEL (English)
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12 March 2013
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credit risk
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intensity model
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structural model
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Black-Cox model
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hybrid model
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Parisian options
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ParAsian options
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