Pricing and hedging of the defaultable CPPI with jump processes (Q4640566)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6874452
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Pricing and hedging of the defaultable CPPI with jump processes |
scientific article; zbMATH DE number 6874452 |
Statements
25 May 2018
0 references
credit risk
0 references
constant proportion portfolio insurance
0 references
risk neutral valuation
0 references
contingent claim
0 references
hedging
0 references
0.8540141582489014
0 references
0.8471372127532959
0 references
0.8223109245300293
0 references
