Random distribution kernels and three types of defaultable contingent payoffs
Year of publication: |
2019
|
---|---|
Authors: | Ye, Jinchun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 85.2019, p. 198-204
|
Subject: | Random distribution kernel | Representation theorem | Stochastic intensity | Credit/mortality risk | Three types of defaultable contingent payoffs | Core | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Statistische Verteilung | Statistical distribution |
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