An extension of CreditGrades model approach with Lévy processes (Q2866399)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An extension of CreditGrades model approach with Lévy processes |
scientific article; zbMATH DE number 6238235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of CreditGrades model approach with Lévy processes |
scientific article; zbMATH DE number 6238235 |
Statements
An extension of CreditGrades model approach with Lévy processes (English)
0 references
13 December 2013
0 references
CreditGrades model
0 references
Lévy process
0 references
Wiener-Hopf factorization
0 references
equity option
0 references
credit default swap
0 references
0 references
