LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1991634692 / rank | |||
Normal rank | |||
Revision as of 21:08, 19 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
