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The relationship between risk-neutral and actual default probabilities : the credit risk premium
Heynderickx, W.; Cariboni, J.; Schoutens, W.; Smits, B. - In: Applied economics 48 (2016) 40/42, pp. 4066-4081
Persistent link: https://www.econbiz.de/10011639972
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Analyticity of the Wiener-Hopf Factors and valuation of exotic options in Lévy models
Eberlein, Ernst; Glau, Kathrin; Papapantoleon, Antonis - In: Advanced mathematical methods for finance, (pp. 223-245). 2011
Persistent link: https://www.econbiz.de/10008991291