Partial hedging for defaultable claims
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Publication:3000046
DOI10.1007/978-4-431-53883-7_6zbMath1217.91186OpenAlexW192047912MaRDI QIDQ3000046
Publication date: 18 May 2011
Published in: Advances in Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-4-431-53883-7_6
Derivative securities (option pricing, hedging, etc.) (91G20) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Portfolio theory (91G10) Credit risk (91G40)
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