LOCAL RISK MINIMIZATION FOR DEFAULTABLE MARKETS
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Publication:3650927
DOI10.1111/j.1467-9965.2009.00384.xzbMath1185.91092OpenAlexW1991634692MaRDI QIDQ3650927
Alessandra Cretarola, Francesca Biagini
Publication date: 7 December 2009
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: http://amsdottorato.unibo.it/422/1/PhDthesis.pdf
Microeconomic theory (price theory and economic markets) (91B24) Auctions, bargaining, bidding and selling, and other market models (91B26)
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