Pricing of defaultable securities under stochastic interest
Nino Kordzakhia and Alexander Novikov
| Year of publication: |
2008
|
|---|---|
| Authors: | Kordzakhia, Nino ; Novikov, Alexander |
| Published in: |
Mathematical control theory and finance. - Berlin : Springer, ISBN 978-3-540-69531-8. - 2008, p. 251-263
|
| Subject: | Optionspreistheorie | Option pricing theory | Kreditrisiko | Credit risk | Zins | Interest rate | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755613