Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (Q784432)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process |
scientific article |
Statements
Optimal valuation of American callable credit default swaps under drawdown of Lévy insurance risk process (English)
0 references
3 August 2020
0 references
Lévy process
0 references
drawdown
0 references
credit risk
0 references
credit default swaps
0 references
swaps
0 references
0 references
0 references
0 references
0 references
