DOI10.1142/9789814602075_0006zbMath1327.91063MaRDI QIDQ3195064
Stéphane Crépey
Publication date: 21 October 2015 Published in: Arbitrage, Credit and Informational Risks (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1142/9789814602075_0006
Mathematics Subject Classification ID
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk