A unified approach to pricing and risk management of equity and credit risk (Q2349596)
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scientific article; zbMATH DE number 6446643
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| default for all languages | No label defined |
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| English | A unified approach to pricing and risk management of equity and credit risk |
scientific article; zbMATH DE number 6446643 |
Statements
A unified approach to pricing and risk management of equity and credit risk (English)
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17 June 2015
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default risk
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affine processes
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stochastic volatility
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market price of risk
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change of measure
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jump-to-default
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0.809882640838623
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0.804643452167511
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0.7734218835830688
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0.7733271718025208
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0.7551162242889404
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