Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (Q2349598)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique |
scientific article |
Statements
Pricing formulae for constant proportion debt obligation notes: the Laplace transform technique (English)
0 references
17 June 2015
0 references
constant proportional debt obligation
0 references
Laplace transform
0 references
double exponential jump diffusion process
0 references