Partial hedging for defaultable claims (Q3000046)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Partial hedging for defaultable claims |
scientific article |
Statements
Partial hedging for defaultable claims (English)
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18 May 2011
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hedging
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defaultable claims
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convex duality
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Neyman-Pearson lemma
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jump processes
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