Default swap games driven by spectrally negative Lévy processes (Q1933591)
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: Default swap games driven by spectrally negative Lévy processes |
scientific article; zbMATH DE number 6128616
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Default swap games driven by spectrally negative Lévy processes |
scientific article; zbMATH DE number 6128616 |
Statements
Default swap games driven by spectrally negative Lévy processes (English)
0 references
24 January 2013
0 references
optimal stopping games
0 references
Nash equilibrium
0 references
Lévy processes
0 references
scale function
0 references
credit default swaps
0 references
0.8202553987503052
0 references
0.7403030395507812
0 references
0.7345151305198669
0 references
0.7302783727645874
0 references
0.7294113636016846
0 references
