Risk minimization and optimal derivative design in a principal agent game (Q841647)
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scientific article; zbMATH DE number 5604832
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Risk minimization and optimal derivative design in a principal agent game |
scientific article; zbMATH DE number 5604832 |
Statements
Risk minimization and optimal derivative design in a principal agent game (English)
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18 September 2009
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optimal derivative design
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structured securities
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adverse selection
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risk transfer
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0.8896088
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0.88617617
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0.8820734
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0.86715436
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0.86490583
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0.8628816
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0.85674965
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0.8559247
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