No arbitrage in a simple credit risk model (Q2349364): Difference between revisions

@@ Property / author @@
-Capiński, Marek
@@ Property / author: Capiński, Marek / rank @@
-Normal rank
@@ Property / author @@
-Zastawniak, Tomasz
@@ Property / author: Zastawniak, Tomasz / rank @@
-Normal rank
@@ Property / author @@
+Capiński, Marek
@@ Property / author: Capiński, Marek / rank @@
+Normal rank
@@ Property / author @@
+Zastawniak, Tomasz
@@ Property / author: Zastawniak, Tomasz / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.aml.2014.05.011
+Normal rank
@@ Property / OpenAlex ID @@
+W2020139719
@@ Property / OpenAlex ID: W2020139719 / rank @@
+Normal rank
@@ Property / cites work @@
+The mathematics of arbitrage
@@ Property / cites work: The mathematics of arbitrage / rank @@
+Normal rank
@@ Property / cites work @@
+Q5607002
@@ Property / cites work: Q5607002 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3957683
@@ Property / cites work: Q3957683 / rank @@
+Normal rank
@@ Property / cites work @@
+Credit risk: Modelling, valuation and hedging
@@ Property / cites work: Credit risk: Modelling, valuation and hedging / rank @@
+Normal rank
@@ Property / cites work @@
+Q3794956
@@ Property / cites work: Q3794956 / rank @@
+Normal rank