Recursive valuation of defaultable securities and the timing of resolution of uncertainty (Q1354833)
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scientific article; zbMATH DE number 1008576
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Recursive valuation of defaultable securities and the timing of resolution of uncertainty |
scientific article; zbMATH DE number 1008576 |
Statements
Recursive valuation of defaultable securities and the timing of resolution of uncertainty (English)
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12 May 1997
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default risk
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valuation of securities
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backward recursive stochastic integral equations
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0.7778403162956238
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0.7504251003265381
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0.747490406036377
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0.7432425022125244
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0.7422773241996765
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