No arbitrage in a simple credit risk model (Q2349364): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/j.aml.2014.05.011 / rank | |||
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| Property / OpenAlex ID: W2020139719 / rank | |||
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| Property / cites work: The mathematics of arbitrage / rank | |||
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| Property / cites work: Q5607002 / rank | |||
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| Property / cites work: Q3957683 / rank | |||
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| Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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| Property / cites work: Q3794956 / rank | |||
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Latest revision as of 06:53, 10 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No arbitrage in a simple credit risk model |
scientific article |
Statements
No arbitrage in a simple credit risk model (English)
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22 June 2015
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arbitrage
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credit risk
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martingale measure
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