AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (Q4902545)
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scientific article; zbMATH DE number 6125924
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS |
scientific article; zbMATH DE number 6125924 |
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AN IMPLIED VOLATILITY MODEL DETERMINED BY CREDIT DEFAULT SWAPS (English)
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16 January 2013
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implied volatility model
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CDS spreads
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stock options
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finite elements
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calibration
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