A unified approach to pricing and risk management of equity and credit risk (Q2349596)
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: A unified approach to pricing and risk management of equity and credit risk |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A unified approach to pricing and risk management of equity and credit risk |
scientific article |
Statements
A unified approach to pricing and risk management of equity and credit risk (English)
0 references
17 June 2015
0 references
default risk
0 references
affine processes
0 references
stochastic volatility
0 references
market price of risk
0 references
change of measure
0 references
jump-to-default
0 references
0 references
0 references
0 references
0.809882640838623
0 references
0.804643452167511
0 references
0.7734218835830688
0 references
0.7733271718025208
0 references
0.7551162242889404
0 references
