The following pages link to (Q3160495):
Displayed 4 items.
- Local risk-minimization for defaultable claims with recovery process (Q442563) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Quadratic hedging methods for defaultable claims (Q2480782) (← links)
- Some short elements on hedging credit derivatives (Q5429588) (← links)