PDE approach to valuation and hedging of credit derivatives (Q5711164): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/14697680500149297 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2101766213 / rank | |||
Normal rank | |||
Revision as of 22:18, 19 March 2024
scientific article; zbMATH DE number 2237352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE approach to valuation and hedging of credit derivatives |
scientific article; zbMATH DE number 2237352 |
Statements
PDE approach to valuation and hedging of credit derivatives (English)
0 references
9 December 2005
0 references
credit derivatives
0 references
hedging
0 references
valuation
0 references
PDE approach
0 references
