Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:43, 4 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices |
scientific article |
Statements
Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (English)
0 references
15 February 2007
0 references
credit risk
0 references
defaultable claims
0 references
default intensity
0 references
replication
0 references
semimartingales
0 references
