The valuation and behavior of Black-Scholes options subject to intertemporal default risk (Q375238): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 91G20 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6220642
@@ Property / zbMATH DE Number: 6220642 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+default risk
@@ Property / zbMATH Keywords: default risk / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+creditworthiness
@@ Property / zbMATH Keywords: creditworthiness / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+options
@@ Property / zbMATH Keywords: options / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+margin requirements
@@ Property / zbMATH Keywords: margin requirements / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+risk management
@@ Property / zbMATH Keywords: risk management / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+default premium
@@ Property / zbMATH Keywords: default premium / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+hedging
@@ Property / zbMATH Keywords: hedging / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+derivatives
@@ Property / zbMATH Keywords: derivatives / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+forwards
@@ Property / zbMATH Keywords: forwards / rank @@
+Normal rank

Revision as of 10:23, 29 June 2023