RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1110.0220 / rank | |||
Normal rank |
Revision as of 21:33, 19 April 2024
scientific article; zbMATH DE number 6143528
Language | Label | Description | Also known as |
---|---|---|---|
English | RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES |
scientific article; zbMATH DE number 6143528 |
Statements
RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (English)
0 references
12 March 2013
0 references
optimal liquidation
0 references
credit derivatives
0 references
price discrepancy
0 references
default risk premium
0 references
event risk premium
0 references