A jump to default extended CEV model: an application of Bessel processes
Work
Year: 2006
Type: article
Source: Finance and Stochastics
Authors Peter Carr, Vadim Linetsky
Cites: 61
Cited by: 252
Related to: 10
FWCI: 10.79
Citation percentile (by year/subfield): 97.64
Subfield: Finance
Domain: Social Sciences
Open Access status: closed