Partial hedging for defaultable claims (Q3000046)

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Partial hedging for defaultable claims
scientific article

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    title
    Partial hedging for defaultable claims (English)
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    author
    Yumiharu Nakano
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    publication date
    18 May 2011
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    Mathematics Subject Classification ID
    91G20
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    91G40
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    60G55
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    91G10
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    zbMATH DE Number
    5896680
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    zbMATH Keywords
    hedging
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    defaultable claims
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    convex duality
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    Neyman-Pearson lemma
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    jump processes
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