Stochastic control of credit default insurance for subprime residential mortgage-backed securities (Q2931132): Difference between revisions

@@ Property / author @@
-Mark Adam Petersen
@@ Property / author: Mark Adam Petersen / rank @@
-Normal rank
@@ Property / author @@
-Mmboniseni P. Mulaudzi
@@ Property / author: Mmboniseni P. Mulaudzi / rank @@
-Normal rank
@@ Property / author @@
+Mark Adam Petersen
@@ Property / author: Mark Adam Petersen / rank @@
+Normal rank
@@ Property / author @@
+Mmboniseni P. Mulaudzi
@@ Property / author: Mmboniseni P. Mulaudzi / 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/10.1002/oca.1001
@@ Property / full work available at URL: https://doi.org/10.1002/oca.1001 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2160263957
@@ Property / OpenAlex ID: W2160263957 / rank @@
+Normal rank
@@ Property / cites work @@
+Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord
+Normal rank
@@ Property / cites work @@
+Profit and risk under subprime mortgage securitization
+Normal rank
@@ Property / cites work @@
+A variational problem arising in financial economics
+Normal rank
@@ Property / cites work @@
+Did bank capital regulation exacerbate the subprime mortgage crisis?
+Normal rank
@@ Property / cites work @@
+Subprime mortgage funding and liquidity risk
@@ Property / cites work: Subprime mortgage funding and liquidity risk / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2931132