On the probability of default in a market with price clustering and jump risk

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Bibliographische Detailangaben
Veröffentlicht in:Mathematics and financial economics
1. Verfasser: Song, Shiyu (VerfasserIn)
Weitere Verfasser: Wang, Yongjin (VerfasserIn), Xu, Guangli (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2020
Schlagworte:
Probability of default > Sticky double exponential jump diffusion process > Price clustering > Laplace transform > Aufsatz in Zeitschrift
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