Hedging the Risk of Delayed Data in Defaultable Markets (Q5382631)
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scientific article; zbMATH DE number 7067395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hedging the Risk of Delayed Data in Defaultable Markets |
scientific article; zbMATH DE number 7067395 |
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Hedging the Risk of Delayed Data in Defaultable Markets (English)
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18 June 2019
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defaultable claims
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pseudo local risk minimization
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intensity
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delayed data
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random time change
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