The pricing of Total Loss Absorption Capacity bonds in a jump-diffusion model with regime-switching

Xu, Wenyang; Ewald, Christian Oliver; Dong, Linjia; Yang, Zhaojun

doi:10.2139/ssrn.5036806

2024

DOI: 10.2139/ssrn.5036806

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The pricing of Total Loss Absorption Capacity bonds in a jump-diffusion model with regime-switching

Wenyang Xu,

Christian Oliver Ewald,

Linjia Dong

et al.

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The pricing of Total Loss Absorption Capacity bonds in a jump-diffusion model with regime-switching

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References 23 publications

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