Study on smoothness of special algebra types.
problem Differential smoothness of bi-quadratic algebras with PBW basis.
method Investigation of algebra properties.
result Results on differential smoothness.
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3 results for “bi-quadratic”
Investigates smoothness of specific algebra structures.
problem Smoothness of bi-quadratic algebras on three generators.
method Analyzes differential smoothness with PBW basis.
result Characterizes conditions for smoothness.
PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV modelq-fin.CP
We consider a two-factor model for the valuation of a non callable defaultable bond which pays coupons at certain given dates. The model under consideration is the Jump to Default Constant Elasticity of Variance (JDCEV) model. The JDCEV model is an improvement of the reduced form approach, which unifies credit and equi…