scientific article; zbMATH DE number 2095967
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Publication:4810085
zbMATH Open1045.91018MaRDI QIDQ4810085FDOQ4810085
Authors: Johan G. B. Beumee 
Publication date: 31 August 2004
Title of this publication is not available (Why is that?)
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Cited In (14)
- Pricing and hedging in affine models with possibility of default
- Partial hedging for defaultable claims
- A note on a model of Merton type for valuing default risk
- A jump moment as a stopping time and defaultable derivatives
- A General Formula for Valuing Defaultable Securities
- Hazard rate for credit risk and hedging defaultable contingent claims
- Title not available (Why is that?)
- Indifference pricing of defaultable claims
- Two frameworks for pricing defaultable derivatives
- Dual optimization problem on defaultable claims
- Weak convergence of tree methods to price options on defaultable assets
- Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices
- Title not available (Why is that?)
- STATIC HEDGING OF DEFAULTABLE CONTINGENT CLAIMS: A SIMPLE HEDGING SCHEME ACROSS EQUITY AND CREDIT MARKETS
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