scientific article; zbMATH DE number 6178846
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Publication:4926602
zbMath1274.91458MaRDI QIDQ4926602
Huiting Jing, Litan Yan, Tianshan Gong, Jing Xu, Zumei Shen, Xian Niu, Yuan Fang
Publication date: 20 June 2013
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
credit riskcredit spreadsdefault probability\texttt{Matlab}mixed-bi-fractional Brownian motionprice of bondsvalue of stocks
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Credit risk (91G40)
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