LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 13:07, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS |
scientific article |
Statements
LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (English)
0 references
7 December 2009
0 references
defaultable markets
0 references
local risk minimization
0 references
minimal martingale measure
0 references