On the conditional default probability in a regulated market with jump risk

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Publication:5400666

DOI10.1080/14697688.2013.815795zbMath1282.91352OpenAlexW3123649261MaRDI QIDQ5400666

Xindan Li, Xuewei Yang, Li Jun Bo, Yong Jin Wang

Publication date: 4 March 2014

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2013.815795




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