PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (Q3503044): Difference between revisions
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Property / cites work: A GENERAL FRAMEWORK FOR PRICING CREDIT RISK / rank | |||
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Property / cites work: Credit risk: Modelling, valuation and hedging / rank | |||
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Property / cites work: PDE approach to valuation and hedging of credit derivatives / rank | |||
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Property / cites work: Hedging of Credit Derivatives in Models with Totally Unexpected Default / rank | |||
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Property / cites work: On Models of Default Risk / rank | |||
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Property / cites work: Martingale methods in financial modelling. / rank | |||
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Property / cites work: Q4435813 / rank | |||
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Latest revision as of 10:24, 28 June 2024
scientific article
Language | Label | Description | Also known as |
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English | PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES |
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PDE APPROACH TO THE VALUATION AND HEDGING OF BASKET CREDIT DERIVATIVES (English)
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20 May 2008
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