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"On Numerical Solution of Structural model for the Probability of Default ..."

Davood Damircheli, Seyed-Mohammad-Mahdi Kazemi, Ali Foroush Bastani (2021)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2021-09-21

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2109-04676
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2109-04676
Davood Damircheli, Seyed-Mohammad-Mahdi Kazemi, Ali Foroush Bastani:
On Numerical Solution of Structural model for the Probability of Default under a Regime-Switching Synchronous-Jump Tempered Stable Lévy Model with Desingularized Meshfree Collocation method. CoRR abs/2109.04676 (2021)

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