Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk (Q6252648)

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scientific article; zbMATH DE number 900447391
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English
Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk
scientific article; zbMATH DE number 900447391

    Statements

    publication date
    26 June 2014
    0 references
    arXiv ID
    1406.6805
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    arXiv classification
    q-fin.PR
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    math.PR
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    author
    Simone Farinelli
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    Hideyuki Takada
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    Mathematics Subject Classification ID
    91G40
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    91G10
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    91G20
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    91G30
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