Pricing Options on Defaultable Stocks* (Q3523656)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Pricing Options on Defaultable Stocks* |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing Options on Defaultable Stocks* |
scientific article |
Statements
Pricing Options on Defaultable Stocks* (English)
0 references
5 September 2008
0 references
option pricing
0 references
multiscale perturbation methods
0 references
defaultable stocks
0 references
stochastic intensity of default
0 references
implied volatility skew
0 references
0.90382755
0 references
0.9003014
0 references
0.8922454
0 references
0.8858495
0 references
0 references
0.87491167
0 references
0.8730092
0 references
