Credit derivatives and risk aversion
From MaRDI portal
Publication:3572021
DOI10.1016/S0731-9053(08)22011-6zbMath1189.91209MaRDI QIDQ3572021
Tim Leung, Ronnie Sircar, Thaleia Zariphopoulou
Publication date: 30 June 2010
Published in: Econometrics and Risk Management (Search for Journal in Brave)
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk
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