Probability for transition of business cycle and pricing of options with correlated credit risk (Q2818418)
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scientific article; zbMATH DE number 6624894
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability for transition of business cycle and pricing of options with correlated credit risk |
scientific article; zbMATH DE number 6624894 |
Statements
Probability for transition of business cycle and pricing of options with correlated credit risk (English)
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7 September 2016
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business cycle
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option pricing
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credit risk
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occupation time
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