Finite-time survival probability and credit default swaps pricing under geometric Lévy markets
| Year of publication: |
2013
|
|---|---|
| Authors: | Hao, Xuemiao ; Li, Xuan ; Shimizu, Yasutaka |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 53.2013, 1, p. 14-23
|