Modeling the Forward CDS Spreads with Jumps (Q2893285)
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scientific article; zbMATH DE number 6048109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the Forward CDS Spreads with Jumps |
scientific article; zbMATH DE number 6048109 |
Statements
Modeling the Forward CDS Spreads with Jumps (English)
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20 June 2012
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adjoint system of BSDEs
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forward CDS
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HJM with jumps
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system of BSDEs
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