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Jump diffusion in credit barrier modeling: a partial integro-differential equation approach - MaRDI portal

Jump diffusion in credit barrier modeling: a partial integro-differential equation approach

From MaRDI portal
Publication:3572016

DOI10.1016/S0731-9053(08)22008-6zbMath1189.91215MaRDI QIDQ3572016

Jingyi Zhu

Publication date: 30 June 2010

Published in: Econometrics and Risk Management (Search for Journal in Brave)



Mathematics Subject Classification ID

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