Hedging of Credit Derivatives in Models with Totally Unexpected Default (Q5487016): Difference between revisions
From MaRDI portal
Set profile property. |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 04:00, 7 March 2024
scientific article; zbMATH DE number 5054818
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging of Credit Derivatives in Models with Totally Unexpected Default |
scientific article; zbMATH DE number 5054818 |
Statements
Hedging of Credit Derivatives in Models with Totally Unexpected Default (English)
0 references
18 September 2006
0 references
arbitrage pricing
0 references
hedging
0 references
credit risk
0 references
default intensity
0 references
