scientific article; zbMATH DE number 6746180

DOI10.3969/J.ISSN.1001-4268.2016.05.004zbMath1374.91128MaRDI QIDQ5276449

Yajuan Xu, Guo-jing Wang

Publication date: 14 July 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

reduced-form modelconvertible bondmeasure changecounterparty credit risk

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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