2024-03-28T15:52:40Z
https://oai.zbmath.org/v1/
oai:zbmath.org:7488312
2022-03-11T14:11:35Z
91
Antonelli, Fabio; Ramponi, Alessandro; Scarlatti, Sergio
2022
7488312
English
University of Washington, Washington
https://zbmath.org/07488312
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Electron. Commun. Probab. 27, Paper No. 19, 12 p. (2022).
91G20; 91G40; 91G30
On a convergent power series method to price defaultable bonds in a Vašíček-CIR model
j