Pricing approximations and error estimates for local Lévy-type models with default (Q2006127)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing approximations and error estimates for local Lévy-type models with default |
scientific article |
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Pricing approximations and error estimates for local Lévy-type models with default (English)
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8 October 2020
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partial integro-differential equation
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asymptotic expansion
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pseudo-differential calculus
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option pricing
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Lévy-type process
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defaultable asset
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