A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives |
scientific article |
Statements
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (English)
0 references
12 February 2012
0 references
credit risk derivatives
0 references
no-arbitrage
0 references
