"An asymptotic expansion approach to the utility valuation of credit risk ..."

Ayu Xie, Xiao-song Qian (2026)

> Home

Details and statistics

DOI: 10.1016/J.CAM.2025.116930

access: closed

type: Journal Article

metadata version: 2025-09-06

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/jcam/XieQ26
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/jcam/XieQ26
Ayu Xie, Xiao-song Qian:
An asymptotic expansion approach to the utility valuation of credit risk under the CEV model. J. Comput. Appl. Math. 474: 116930 (2026)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.