The robust calibration of a structural-default model with jumps

Document type:: Buchbeitrag
Author(s):: Biere, A.; Scherer, M.
Cooperation:: -
Title:: The robust calibration of a structural-default model with jumps
Pages contribution:: 945-954
Book title:: Proceedings of the 3rd International Conference on Risk Management and Global e-Business
Volume:: 2
Intellectual Contribution:: Contribution to Practice
Publisher:: Inha University, Incheon, Korea
Year:: 2009
Reviewed:: ja
Language:: en
TUM Institution:: Lehrstuhl für Finanzmathematik
Format:: Text
Key publication:: Nein
Peer reviewed:: ja
International:: Ja
Book review:: Nein
Commissioned:: not commissioned
Category:: textbook
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