scientific article; zbMATH DE number 7088119

MaRDI QIDQ5226696zbMATH OpenFDO

Authors

Publication date 1 August 2019

zbMATH Keywords

credit riskdefaultderivativesoptionspricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Recommendations

• The valuation of options when the market price of default risk involved
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• The credit risk and pricing of OTC options
• scientific article; zbMATH DE number 1909068
• Systemic risk tradeoffs and option prices

Cited in

(6)

• The pricing of credit risk derivatives
• DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS
• scientific article; zbMATH DE number 5759642 (Why is no real title available?)
• Pricing the risks of default
• scientific article; zbMATH DE number 2080680 (Why is no real title available?)
• A liquidity analysis of financial derivative products based on structural models

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