Credit risk premia and quadratic BSDEs with a single jump
Year of publication: |
2010
|
---|---|
Authors: | Ankirchner, Stefan ; Blanchet-Scalliet, Christophette ; Eyraud-Loisel, Anne |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 7, p. 1103-1129
|
Subject: | Optionspreistheorie | Option pricing theory | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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