The pricing of dynamic fund protection with default risk
type: Item
instance of: scholarly article
title: The pricing of dynamic fund protection with default risk
zbMATH Open document ID: 1377.91159
author: Junkee Jeon
author: Ji-Hun Yoon
author: Chang-Rae Park
published in: Journal of Computational and Applied Mathematics
publication date: 2018-01-11T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G60
zbMATH DE Number: 6824482
zbMATH Keywords: dynamic fund protection
zbMATH Keywords: vulnerable option
zbMATH Keywords: default risk
zbMATH Keywords: double Mellin transform
MaRDI profile type: Publication
full work available at URL: j.cam.2017.10.031
OpenAlex ID: W2765215678
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DOI: 10.1016/J.CAM.2017.10.031
description: scientific article; zbMATH DE number 6824482