Valuing credit derivatives in a jump-diffusion model (Q2383797)
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scientific article; zbMATH DE number 5192480
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Valuing credit derivatives in a jump-diffusion model |
scientific article; zbMATH DE number 5192480 |
Statements
Valuing credit derivatives in a jump-diffusion model (English)
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19 September 2007
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Credit derivatives
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jump-diffusion model
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Gaver-Stehfest algorithm
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0.819358229637146
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0.8083661794662476
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0.7873259782791138
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0.772553563117981
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0.7648814916610718
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