Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Event risk, contingent claims and the temporal resolution of uncertainty |
scientific article |
Statements
Event risk, contingent claims and the temporal resolution of uncertainty (English)
0 references
23 February 2015
0 references
event risk
0 references
incomplete markets
0 references
utility based valuation
0 references
certainty equivalent
0 references
temporal resolution of uncertainty
0 references
credit risk
0 references