The pricing of dynamic fund protection with default risk (Q679581)
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scientific article; zbMATH DE number 6824482
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The pricing of dynamic fund protection with default risk |
scientific article; zbMATH DE number 6824482 |
Statements
The pricing of dynamic fund protection with default risk (English)
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11 January 2018
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dynamic fund protection
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vulnerable option
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default risk
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double Mellin transform
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0.8145274519920349
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0.7799825668334961
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0.7797669768333435
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