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Q4421367 - MaRDI portal

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scientific article; zbMATH DE number 1971720
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English
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scientific article; zbMATH DE number 1971720

    Statements

    publication date
    2002
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    zbMATH Keywords
    defaultable bond
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    Asian option
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    exponential martingale
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    Kazamaki's criterion
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    author
    Emannuel Buffet
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    Identifiers

    Mathematics Subject Classification ID
    91G40
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    60H10
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    60H30
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    91G20
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    zbMATH DE Number
    1971720
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