Risk premia and optimal liquidation of credit derivatives (Q4909145)
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scientific article; zbMATH DE number 6143528
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk premia and optimal liquidation of credit derivatives |
scientific article; zbMATH DE number 6143528 |
Statements
RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (English)
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12 March 2013
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optimal liquidation
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credit derivatives
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price discrepancy
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default risk premium
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event risk premium
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0.8002540469169617
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0.7616087198257446
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0.7525611519813538
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0.7521736025810242
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0.7507097721099854
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