Hedging of a credit default swaption in the CIR default intensity model (Q483934)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Hedging of a credit default swaption in the CIR default intensity model |
scientific article; zbMATH DE number 6381428
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of a credit default swaption in the CIR default intensity model |
scientific article; zbMATH DE number 6381428 |
Statements
Hedging of a credit default swaption in the CIR default intensity model (English)
0 references
17 December 2014
0 references
CDS swaption
0 references
CIR intensity
0 references
hedging
0 references
0 references
0 references
0.9106137
0 references
0.9005596
0 references
0 references
0.8910873
0 references
0.8856629
0 references
0.8851094
0 references
0.8845252
0 references
0.88319576
0 references
