Pricing and Hedging in Affine Models with Possibility of Default (Q4902217)
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scientific article; zbMATH DE number 6130646
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and Hedging in Affine Models with Possibility of Default |
scientific article; zbMATH DE number 6130646 |
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Pricing and Hedging in Affine Models with Possibility of Default (English)
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25 January 2013
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pricing
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hedging
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affine models
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stochastic volatility
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jumps
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default
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