Pages that link to "Item:Q740187"
From MaRDI portal
The following pages link to Hedging of defaultable claims in a structural model using a locally risk-minimizing approach (Q740187):
Displayed 6 items.
- Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168) (← links)
- Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
- A variation of Merton's corporate bond valuation model for firms with illiquid but observable assets (Q4991036) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- LOCAL RISK MINIMIZATION OF CONTINGENT CLAIMS SIMULTANEOUSLY EXPOSED TO ENDOGENOUS AND EXOGENOUS DEFAULT TIMES (Q5061487) (← links)
- Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631) (← links)
