Pricing risky point with incomplete information under stochastic interest rate (Q3372795)
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scientific article; zbMATH DE number 5011478
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Pricing risky point with incomplete information under stochastic interest rate |
scientific article; zbMATH DE number 5011478 |
Statements
10 March 2006
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martingale
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default-able bond
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0.8919861912727356
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0.7682783603668213
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0.7617777585983276
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0.7605299353599548
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0.7497129440307617
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