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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Spelling suggestions: "subject:"implied default point"" "subject:"amplied default point""

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The Analysis of Credit Risk under the Barrier Option Framework-The Comparison between VG Process and NIG Process

Chen, Wei-ping 21 August 2011 (has links)
none
Barrier option
Credit risk
Implied default point
Levy process

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