Probability for transition of business cycle and pricing of options with correlated credit risk (Q2818418)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Probability for transition of business cycle and pricing of options with correlated credit risk |
scientific article |
Statements
Probability for transition of business cycle and pricing of options with correlated credit risk (English)
0 references
7 September 2016
0 references
business cycle
0 references
option pricing
0 references
credit risk
0 references
occupation time
0 references