Terra Cognita

Pricing Equity Default Swaps under an approximation to the CGMY L\'{e}% vy Model

Licence unknown link only — licence forbids redistribution arxiv 2007

Soeren Asmussen, Dilip Madan, Martijn Pistorius

arXiv preprint (q-fin.PR, math.PR).

Source ↗

ABSTRACT · 0.0 MB · sha256 5d82f6a520be…

Concepts this teaches

Not yet mapped to any concept.

A resource only becomes useful here once a curator has anchored it to concepts at specific pages. Until then it is a book on a shelf.