Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799)
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scientific article; zbMATH DE number 7696914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Credit default swap pricing with counterparty risk in a reduced form model with a common jump process |
scientific article; zbMATH DE number 7696914 |
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Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (English)
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16 June 2023
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CDS pricing
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common jump
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counterparty risk
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0.8608350157737732
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0.851510226726532
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0.8365965485572815
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