A Credit-Risk Valuation under the Variance-Gamma Asset Return
Abstract
:1. Introduction
2. Model
3. Results
4. Conclusions
5. Proofs
Conflicts of Interest
References
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Ivanov, R.V. A Credit-Risk Valuation under the Variance-Gamma Asset Return. Risks 2018, 6, 58. https://doi.org/10.3390/risks6020058
Ivanov RV. A Credit-Risk Valuation under the Variance-Gamma Asset Return. Risks. 2018; 6(2):58. https://doi.org/10.3390/risks6020058
Chicago/Turabian StyleIvanov, Roman V. 2018. "A Credit-Risk Valuation under the Variance-Gamma Asset Return" Risks 6, no. 2: 58. https://doi.org/10.3390/risks6020058
APA StyleIvanov, R. V. (2018). A Credit-Risk Valuation under the Variance-Gamma Asset Return. Risks, 6(2), 58. https://doi.org/10.3390/risks6020058