Hedging the risk of delayed data in defaultable markets

DOI10.1080/1350486X.2019.1590784MaRDI QIDQ5382631zbMATH OpenOpenAlexWikidataFDO

Authors Ramin Okhrati

Publication date 18 June 2019

Published in Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/1350486x.2019.1590784

zbMATH Keywords

defaultable claimsdelayed dataintensitypseudo local risk minimizationrandom time change

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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