搜索结果: 1-1 共查到“理论物理学其他学科 Application”相关记录1条 . 查询时间(0.203 秒)
A model-insensitive determination of First-hitting-time densities with Application to Equity default-swaps
First-hitting-time densities Equity default-swaps
2010/4/27
Equity default-swaps pay the holder a fixed amount of money when the underlying spot level touches a (far-down) barrier during the life of the instrument. While most pricing models give reasonable res...