Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (Q4610234)
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scientific article; zbMATH DE number 7002129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model |
scientific article; zbMATH DE number 7002129 |
Statements
Rapid and accurate development of prices and Greeks for<i>n</i>th to default credit swaps in the Li model (English)
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15 January 2019
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credit swaps
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Li model
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Greeks
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