Default risk in interest rate derivatives with stochastic volatility (Q2866401)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Default risk in interest rate derivatives with stochastic volatility |
scientific article |
Statements
Default risk in interest rate derivatives with stochastic volatility (English)
0 references
13 December 2013
0 references
applications to default risk
0 references
stochastic interest rates
0 references
term structure
0 references
volatility modelling
0 references
arbitrage pricing
0 references
