DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF...

Mathematical Finance 2008 Vol. 18; Iss. 4

DEFAULTABLE OPTIONS IN A MARKOVIAN INTENSITY MODEL OF CREDIT RISK

Tomasz R. Bielecki, Stéphane Crépey, Monique Jeanblanc, Marek Rutkowski
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Volume:
18
Year:
2008
Language:
english
Pages:
26
DOI:
10.1111/j.1467-9965.2008.00345.x
File:
PDF, 226 KB
english, 2008
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