DOI10.1142/S0219024912500458zbMath1262.91108arXiv1403.1509MaRDI QIDQ4649508
Michael B. Walker
Publication date: 22 November 2012 Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/1403.1509
zbMATH Keywords
hedging; incomplete markets; valuation; cdss; credit defaults swaps
Mathematics Subject Classification ID
91B54: Special types of economic markets (including Cournot, Bertrand)
91G10: Portfolio theory
Cites Work