Modeling credit default swap premiums with stochastic recovery rate
Zahra Sokoot, Navideh Modarresi, Farzaneh Niknejad
·
2017-06-19
·
via math.PR updates on arXiv.org
There are many studies on development of models for analyzing some derivatives such as credit default swaps .
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。