Local risk-minimization for defaultable claims with recovery process (Q442563)
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scientific article; zbMATH DE number 6062896
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| default for all languages | No label defined |
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| English | Local risk-minimization for defaultable claims with recovery process |
scientific article; zbMATH DE number 6062896 |
Statements
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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0.8447676301002502
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0.8359342217445374
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0.8030173182487488
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0.7637658715248108
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