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Pricing Credit Derivatives in a Wiener–Hopf Framework - MaRDI portal

Pricing Credit Derivatives in a Wiener–Hopf Framework (Q2920956)

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Pricing Credit Derivatives in a Wiener–Hopf Framework
scientific article

    Statements

    title
    Pricing Credit Derivatives in a Wiener–Hopf Framework (English)
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    author
    Daniele Marazzina
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    Gianluca Fusai
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    Guido Germano
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    publication date
    29 September 2014
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    91G40
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    91G20
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    65T50
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    zbMATH DE Number
    6349259
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    OpenAlex ID
    W2241032982
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