Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6446644
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique |
scientific article; zbMATH DE number 6446644 |
Statements
Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (English)
0 references
17 June 2015
0 references
constant proportional debt obligation
0 references
Laplace transform
0 references
double exponential jump diffusion process
0 references
0.7900616526603699
0 references
0.7418971061706543
0 references
0.7401324510574341
0 references
0.7382280826568604
0 references
0.733441948890686
0 references
