Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models |
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Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (English)
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8 August 2016
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European contingent claims
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default risk
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local risk minimization
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continuous-time Markov chain
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regime switching
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non-tradable assets
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Monte Carlo simulation
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