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scientific article; zbMATH DE number 6746212 - MaRDI portal

scientific article; zbMATH DE number 6746212

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Publication:5276479

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DOI10.3969/j.issn.1005-3085.2016.06.006zbMath1374.91121MaRDI QIDQ5276479

Qingxian Xiao, Jian Pan

Publication date: 14 July 2017

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

zbMATH Keywords

pricing defaultable bond hybrid model PDE approach stochastic recovery rate

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) PDEs in connection with game theory, economics, social and behavioral sciences (35Q91)

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