Some short elements on hedging credit derivatives (Q5429588): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (One intermediate revision by one other user not shown) | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2112160097 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q3160495 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Robustness of the Black and Scholes Formula / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: On Cox processes and credit risky securities / rank | |||
Normal rank | |||
Latest revision as of 13:45, 27 June 2024
scientific article; zbMATH DE number 5216867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some short elements on hedging credit derivatives |
scientific article; zbMATH DE number 5216867 |
Statements
Some short elements on hedging credit derivatives (English)
0 references
30 November 2007
0 references
credit derivatives
0 references
hedging
0 references
robustness
0 references
