Pricing of credit risky debts when the asset prices follow a jump-diffusion process (Q3501078)
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scientific article; zbMATH DE number 5283822
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| default for all languages | No label defined |
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| English | Pricing of credit risky debts when the asset prices follow a jump-diffusion process |
scientific article; zbMATH DE number 5283822 |
Statements
3 June 2008
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risk neutral probability
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default process
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0.8063077330589294
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0.7941421270370483
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0.7858150005340576
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0.7830511927604675
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