LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927)

From MaRDI portal
Revision as of 13:07, 5 March 2024 by Import240304020342 (talk | contribs) (Set profile property.)
scientific article
Language Label Description Also known as
English
LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
scientific article

    Statements

    title
    LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (English)
    0 references
    author
    Francesca Biagini
    0 references
    Alessandra Cretarola
    0 references
    publication date
    7 December 2009
    0 references
    Mathematics Subject Classification ID
    91B30
    0 references
    91B24
    0 references
    91B25
    0 references
    91B26
    0 references
    zbMATH DE Number
    5643172
    0 references
    zbMATH Keywords
    defaultable markets
    0 references
    local risk minimization
    0 references
    minimal martingale measure
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3650927&oldid=27941575"
    Powered by MediaWiki