PDE approach to valuation and hedging of credit derivatives (Q5711164)
From MaRDI portal
scientific article; zbMATH DE number 2237352
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PDE approach to valuation and hedging of credit derivatives |
scientific article; zbMATH DE number 2237352 |
Statements
PDE approach to valuation and hedging of credit derivatives (English)
0 references
9 December 2005
0 references
credit derivatives
0 references
hedging
0 references
valuation
0 references
PDE approach
0 references
