Introducing fuzziness in CDS pricing under a structural model

DOI10.1155/2018/6363474zbMath1427.91283MaRDI QIDQ1721233

Xianqiang Yang

Publication date: 8 February 2019

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2018/6363474

Mathematics Subject Classification ID

91G20: Derivative securities (option pricing, hedging, etc.)

91G40: Credit risk

35Q91: PDEs in connection with game theory, economics, social and behavioral sciences

35R09: Integro-partial differential equations