Vulnerable European option pricing models when underlying asset returns are jump-diffusion processes (Q3641497)
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scientific article; zbMATH DE number 5630832
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| English | Vulnerable European option pricing models when underlying asset returns are jump-diffusion processes |
scientific article; zbMATH DE number 5630832 |
Statements
11 November 2009
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credit risk
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vulnerable European option pricing
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corporate value
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corporate debt
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jump-diffusion process
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0.8952491879463196
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0.883938729763031
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0.8831504583358765
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0.8790502548217773
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