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1 Ergebnisse
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Sovereign CDS Calibration under a Hybrid Sovereign Risk Mod..:
De Marchi, Gian Luca
;
Di Francesco, Marco
;
Diop, Sidy
.
Applied Mathematical Finance, Forthcoming. , 2018
Link:
https://ssrn.com/abstract=3286579
RT Journal T1
Sovereign CDS Calibration under a Hybrid Sovereign Risk Model
UL https://suche.suub.uni-bremen.de/peid=ssrn-3286579&Exemplar=1&LAN=DE A1 De Marchi, Gian Luca A1 Di Francesco, Marco A1 Diop, Sidy A1 Pascucci, Andrea YR 2018 K1 credit default swap K1 hybrid credit-equity model K1 Constant Elasticity of Variance model K1 asymptotic expansion K1 Foreign exchange rate JF Applied Mathematical Finance, Forthcoming LK http://dx.doi.org/https://ssrn.com/abstract=3286579 DO https://ssrn.com/abstract=3286579 SF ELIB - SuUB Bremen
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