Local risk-minimization for defaultable claims with recovery process (Q442563)

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Local risk-minimization for defaultable claims with recovery process
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    Local risk-minimization for defaultable claims with recovery process (English)
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    1 August 2012
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    defaultable markets
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    local risk-minimization
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    minimal martingale measure
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    pseudo-locally risk-minimizing strategy
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    payment stream
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    random delivery date
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