No arbitrage in a simple credit risk model (Q2349364)

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No arbitrage in a simple credit risk model
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    Statements

    title
    No arbitrage in a simple credit risk model (English)
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    publication date
    22 June 2015
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    zbMATH Keywords
    arbitrage
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    credit risk
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    martingale measure
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    author
    Capiński, Marek
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    Zastawniak, Tomasz
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    cites work
    Q5607002
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    Q3957683
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    Q3794956
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    Identifiers

    zbMATH DE Number
    6448477
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    OpenAlex ID
    W2020139719
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