AN EXACT FORMULA FOR DEFAULT SWAPTIONS’ PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL
Damiano Brigo, Naoufel El-BachirVolume:
20
Year:
2010
Language:
english
Pages:
18
DOI:
10.1111/j.1467-9965.2010.00401.x
File:
PDF, 212 KB
english, 2010