Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631): Difference between revisions

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+Quadratic hedging methods for defaultable claims
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+LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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+Local risk-minimization for defaultable claims with recovery process
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+Credit risk: Modelling, valuation and hedging
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+Default and information
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+Hedging of defaultable claims in a structural model using a locally risk-minimizing approach
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