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Exponential Lévy models extended by a jump to default
Yamazaki, Akira - In: Applied mathematical finance 20 (2013) 3/4, pp. 211-228
Persistent link: https://www.econbiz.de/10010187668
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Pricing path-dependent options with discrete monitoring under time-changed Lévy processes
Umezawa, Yuji; Yamazaki, Akira - In: Applied mathematical finance 22 (2015) 1/2, pp. 133-161
Persistent link: https://www.econbiz.de/10010505145
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Exponential Lvy Models Extended by a Jump to Default
Yamazaki, Akira - In: Applied mathematical finance 20 (2013) 3, pp. 211-228
Persistent link: https://www.econbiz.de/10010140085