Pricing method and applications for the farmer's joint liability based on intensity model and Monte Carlo simulation
Sulin Pang, Jinwang Xiao and Shuqing Li
| Year of publication: |
2015
|
|---|---|
| Authors: | Pang, Sulin ; Xiao, Jinwang ; Li, Shuqing |
| Published in: |
Journal of financial engineering. - Hackensack, NJ : World Scientific, ISSN 2345-7686, ZDB-ID 2813048-0. - Vol. 2.2015, 1, p. 1-21
|
| Subject: | Strength model | group lending for farmers | t-Copula function | Monte Carlo simulation | pricing model of the interest rate | Monte-Carlo-Simulation | Theorie | Theory | Simulation | Zins | Interest rate |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010528376