Some short elements on hedging credit derivatives
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Publication:5429588
DOI10.1051/ps:2007003zbMath1182.91210MaRDI QIDQ5429588
Jean-Frédéric Jouanin, Ph. Durand
Publication date: 30 November 2007
Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.numdam.org/item?id=PS_2007__11__23_0
91G70: Statistical methods; risk measures
91G20: Derivative securities (option pricing, hedging, etc.)
91G10: Portfolio theory
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