Pricing exchange options with credit risk under a reduced form model (Q2991684)
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scientific article; zbMATH DE number 6613824
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing exchange options with credit risk under a reduced form model |
scientific article; zbMATH DE number 6613824 |
Statements
10 August 2016
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reduced form model
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default intensity
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exchange options
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stochastic interest rate
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0.9031441807746888
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0.8654798865318298
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0.8544307947158813
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0.8501049876213074
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0.8126624822616577
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