Pricing credit derivatives using an asymptotic expansion approach
Yoshifumi Muroi
| Year of publication: |
2012
|
|---|---|
| Authors: | Muroi, Yoshifumi |
| Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 15.2011/12, 3, p. 135-171
|
| Subject: | Derivat | Derivative | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009534163