Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (Q115346006)
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scientific article published in 2017
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks |
scientific article published in 2017 |
Statements
Partial differential equation pricing method for double-name credit-linked notes with counterparty risk in a reduced-form model with common shocks (English)
Tingting Jiang
Xiaosong Qian
George X. Yuan
July 2017
451
1
209-228