scientific article; zbMATH DE number 7699471

zbMath1519.91274MaRDI QIDQ6099669

Jiaqin Wang, Guohe Deng

Publication date: 20 June 2023

Full work available at URL: http://aps.ecnu.edu.cn/EN/10.3969/j.issn.1001-4268.2022.05.006

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

zbMATH Keywords

Fourier transformcredit risknumerical calculationstructural modelmultidimensional jump-diffusion process

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Credit risk (91G40) Jump processes on discrete state spaces (60J74)

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