scientific article; zbMATH DE number 5054854

MaRDI QIDQ5487053zbMATH OpenFDO

Authors George M. Jabbour, Marat V. Kramin, Timur V. Kramin, Stephen D. Young

Publication date 18 September 2006

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Nonlinear programming (90C30)

Cited in

(1)

• A multinomial tree model for pricing credit default swap options

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