Pricing and hedging in affine models with possibility of default (Q4902217)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6130646
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging in affine models with possibility of default |
scientific article; zbMATH DE number 6130646 |
Statements
Pricing and Hedging in Affine Models with Possibility of Default (English)
0 references
25 January 2013
0 references
pricing
0 references
hedging
0 references
affine models
0 references
stochastic volatility
0 references
jumps
0 references
default
0 references
0.7774069905281067
0 references
0.7688190340995789
0 references
0.756327211856842
0 references
