Pricing the credit default swap rate for jump diffusion default intensity processes (Q3063847)
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scientific article; zbMATH DE number 5827245
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing the credit default swap rate for jump diffusion default intensity processes |
scientific article; zbMATH DE number 5827245 |
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Pricing the credit default swap rate for jump diffusion default intensity processes (English)
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15 December 2010
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0.839745044708252
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0.7863704562187195
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0.7779185771942139
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0.7736576795578003
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0.7707644701004028
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