Pricing and hedging GDP-linked bonds in incomplete markets (Q1657210)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging GDP-linked bonds in incomplete markets |
scientific article |
Statements
Pricing and hedging GDP-linked bonds in incomplete markets (English)
0 references
13 August 2018
0 references
contingent bonds
0 references
debt restructuring
0 references
asset pricing
0 references
incomplete markets
0 references
risk premium
0 references
stochastic programming
0 references
super-replication
0 references
