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1 Ergebnisse
1
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Mod..:
Diop, Sidy
;
Pascucci, Andrea
;
Di Francesco, Marco
.
volume:25. , 2018
Link:
http://hdl.handle.net/11585/653577
RT Journal T1
Sovereign CDS Calibration Under a Hybrid Sovereign Risk Model
UL https://suche.suub.uni-bremen.de/peid=base-ftunibolognairis:oai:cris.unibo.it:11585_653577&Exemplar=1&LAN=DE A1 Diop, Sidy A1 Pascucci, Andrea A1 Di Francesco, Marco A1 De Marchi, Gian Luca YR 2018 K1 asymptotic expansion K1 Constant Elasticity of Variance model K1 Credit default swap K1 foreign exchange rate K1 hybrid credit-equity model K1 Finance K1 Applied Mathematics JF volume:25 LK http://hdl.handle.net/11585/653577 DO http://hdl.handle.net/11585/653577 SF ELIB - SuUB Bremen
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