RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145): Difference between revisions
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scientific article; zbMATH DE number 6143528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES |
scientific article; zbMATH DE number 6143528 |
Statements
RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (English)
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12 March 2013
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optimal liquidation
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credit derivatives
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price discrepancy
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default risk premium
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event risk premium
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