No label defined (Q5488673)

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scientific article; zbMATH DE number 5056213
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English
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scientific article; zbMATH DE number 5056213

    Statements

    author
    Ken-ichi Mitsui
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    Yoshio Tabata
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    publication date
    22 September 2006
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    zbMATH Keywords
    default risk
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    jump risk
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    implied volatility
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    hazard rate
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    smile
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    skew
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    Identifiers

    Mathematics Subject Classification ID
    91G30
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    91G80
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    91B30
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    zbMATH DE Number
    5056213
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