A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (Q3116718)

From MaRDI portal
Revision as of 15:29, 19 March 2024 by Openalex240319020357 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
scientific article

    Statements

    title
    A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives (English)
    0 references
    author
    Rangarajan K. Sundaram
    0 references
    Sanjiv Ranjan Das
    0 references
    publication date
    12 February 2012
    0 references
    Mathematics Subject Classification ID
    91G40
    0 references
    91G20
    0 references
    91B30
    0 references
    zbMATH DE Number
    6005842
    0 references
    zbMATH Keywords
    credit risk derivatives
    0 references
    no-arbitrage
    0 references
    OpenAlex ID
    W2025720266
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3116718&oldid=31174275"
    Powered by MediaWiki