Open AccessCredit Risk premia and quadratic BSDEs with a single Jump
Author(s) -
Christophette Blanchet-Scalliet
Publication year - 2010
Publication title -
hal (le centre pour la communication scientifique directe)
Language(s) - English
Resource type - Conference proceedings
Subject(s) - jump , quadratic equation , risk premium , credit risk , economics , econometrics , mathematics , actuarial science , physics , geometry , quantum mechanics