Hedging the Risk of Delayed Data in Defaultable Markets

DOI10.1080/1350486X.2019.1590784zbMath1410.91460OpenAlexW2944136653WikidataQ127915560 ScholiaQ127915560MaRDI QIDQ5382631

Ramin Okhrati

Publication date: 18 June 2019

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/1350486x.2019.1590784

zbMATH Keywords

random time changeintensitydefaultable claimsdelayed datapseudo local risk minimization

Mathematics Subject Classification ID

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

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