Default swap games driven by spectrally negative Lévy processes (Q1933591)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Default swap games driven by spectrally negative Lévy processes |
scientific article |
Statements
Default swap games driven by spectrally negative Lévy processes (English)
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24 January 2013
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optimal stopping games
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Nash equilibrium
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Lévy processes
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scale function
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credit default swaps
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0.8202553987503052
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0.7403030395507812
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0.7345151305198669
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0.7302783727645874
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0.7294113636016846
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