Mathematical analysis of a credit default swap with counterparty risks (Q5056722)
From MaRDI portal
scientific article; zbMATH DE number 7629641
Language | Label | Description | Also known as |
---|---|---|---|
English | Mathematical analysis of a credit default swap with counterparty risks |
scientific article; zbMATH DE number 7629641 |
Statements
Mathematical analysis of a credit default swap with counterparty risks (English)
0 references
8 December 2022
0 references
credit default swap
0 references
counterparty risk
0 references
structure model
0 references
intensity model
0 references
CIR model
0 references
0 references