output
20082025
most citedHash Embeddings for Efficient Word Representations

32 citations

researchers with a paper here
collaborating institutions
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2008★ 5 cited

An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model

Damiano Brigo, Naoufel El-Bachir

We develop and test a fast and accurate semi-analytical formula for single-name default swaptions in the context of a shifted square root jump diffusion (SSRJD) default intensity m…