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Q4688945 - MaRDI portal

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scientific article; zbMATH DE number 6961775
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scientific article; zbMATH DE number 6961775

    Statements

    publication date
    22 October 2018
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    zbMATH Keywords
    double exponential jump diffusion process
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    asset value
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    default distance
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    default probability
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    author
    Xiao-Li Gong
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    Xin-Tian Zhuang
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    Identifiers

    zbMATH DE Number
    6961775
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