Pricing equity default swaps under the jump-to-default extended CEV model (Q483933)
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 equity default swaps under the jump-to-default extended CEV model |
scientific article; zbMATH DE number 6381427
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing equity default swaps under the jump-to-default extended CEV model |
scientific article; zbMATH DE number 6381427 |
Statements
Pricing equity default swaps under the jump-to-default extended CEV model (English)
0 references
17 December 2014
0 references
default
0 references
credit default swaps
0 references
equity default swaps
0 references
credit spread
0 references
corporate bonds
0 references
equity derivatives
0 references
credit derivatives
0 references
CEV model
0 references
jump-to-default extended CEV model
0 references
0.8591852784156799
0 references
0.8543635606765747
0 references
0.7751295566558838
0 references
0.7717786431312561
0 references
0.7586562037467957
0 references
