The Jarrow and Turnbull setting revisited (Q6644188)
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scientific article; zbMATH DE number 7950065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Jarrow and Turnbull setting revisited |
scientific article; zbMATH DE number 7950065 |
Statements
The Jarrow and Turnbull setting revisited (English)
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27 November 2024
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credit risk
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liquidity risk
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FX-analogy
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Jarrow and Turnbull
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term structure model
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affine jump diffusion
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