PDE approach to valuation and hedging of credit derivatives (Q5711164): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Dependent defaults and credit migrations / rank | |||
Normal rank |
Latest revision as of 14:04, 11 June 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