Open AccessThe Behavior Comparison between Mean Reversion and Jump Diffusion of CDS Spread
Author(s) -
Hong Bae Kim,
Tae Jun Park
Publication year - 2015
Publication title -
eurasian journal of economics and finance
Language(s) - English
Resource type - Journals
ISSN - 2148-0192
DOI - 10.15604/ejef.2015.03.04.002
Subject(s) - reversion , mean reversion , jump , diffusion , jump diffusion , mathematics , statistical physics , statistics , thermodynamics , physics , chemistry , quantum mechanics , biochemistry , gene , phenotype