CDS calibration under an extended JDCEV model (Q5031741): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Add wikidata reference. |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q129391439 / rank | |||
Normal rank | |||
Revision as of 01:19, 17 December 2024
scientific article; zbMATH DE number 7474764
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CDS calibration under an extended JDCEV model |
scientific article; zbMATH DE number 7474764 |
Statements
CDS calibration under an extended JDCEV model (English)
0 references
16 February 2022
0 references
credit default swap
0 references
hybrid credit-equity model
0 references
constant elasticity of variance model
0 references
asymptotic expansion
0 references
0 references
0 references
