LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (Q3650927)

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LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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    title
    LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS (English)
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    author
    Francesca Biagini
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    Alessandra Cretarola
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    publication date
    7 December 2009
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    Mathematics Subject Classification ID
    91B30
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    91B24
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    91B25
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    91B26
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    zbMATH DE Number
    5643172
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    zbMATH Keywords
    defaultable markets
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    local risk minimization
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    minimal martingale measure
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