Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (Q3424144)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices |
scientific article |
Statements
Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices (English)
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15 February 2007
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credit risk
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defaultable claims
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default intensity
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replication
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semimartingales
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