INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (Q3094325): Difference between revisions
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Revision as of 17:12, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES |
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INFORMATION ASYMMETRY IN PRICING OF CREDIT DERIVATIVES (English)
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24 October 2011
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asymmetric information
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enlargement of filtrations
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default threshold
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risk neutral probability measures
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pricing of credit derivatives
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