Pricing equity default swaps under the jump-to-default extended CEV model (Q483933)
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scientific article; zbMATH DE number 6381427
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing equity default swaps under the jump-to-default extended CEV model |
scientific article; zbMATH DE number 6381427 |
Statements
Pricing equity default swaps under the jump-to-default extended CEV model (English)
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17 December 2014
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default
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credit default swaps
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equity default swaps
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credit spread
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corporate bonds
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equity derivatives
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credit derivatives
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CEV model
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jump-to-default extended CEV model
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