You are in : Home » Results & submissions » Select UOA » 10 - Mathematical Sciences » View submission: Imperial College London » Outputs » Detail

Output details

10 - Mathematical Sciences

Return to search Previous output Next output

Output 0 of 0 in the submission

Article title

AN EXACT FORMULA FOR DEFAULT SWAPTIONS' PRICING IN THE SSRJD STOCHASTIC INTENSITY MODEL

Type

D - Journal article

DOI

Title of journal

Mathematical Finance

Article number

Volume number

Issue number

First page of article

365

ISSN of journal

0960-1627

Year of publication

2010

URL

Number of additional authors

Additional information

Interdisciplinary

Cross-referral requested

Research group

N - Mathematical Finance - Mathematical Finance

Proposed double-weighted

Double-weighted statement

Reserve for a double-weighted output

Non-English

English abstract