STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS
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Publication:3005959
DOI10.1142/S0219024911006383zbMath1217.91196OpenAlexW3122998993MaRDI QIDQ3005959
Akira Yamazaki, Shuichi Ohsaki
Publication date: 10 June 2011
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024911006383
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