DEFAULT RISK AND DIVERSIFICATION: THEORY AND EMPIRICAL IMPLICATIONS
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Publication:5464333
DOI10.1111/j.0960-1627.2005.00208.xzbMath1109.91036MaRDI QIDQ5464333
Fan Yu, David Lando, Robert A. Jarrow
Publication date: 17 August 2005
Published in: Mathematical Finance (Search for Journal in Brave)
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Cites Work
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- Asset pricing for general processes
- Asymptotic arbitrage in large financial markets
- [https://portal.mardi4nfdi.de/wiki/Publication:4076585 Caract�ristiques locales et conditions de continuit� absolue pour les semi-martingales]
- Diversified Portfolios in Continuous Time *
- An equilibrium characterization of the term structure
- A General Formula for Valuing Defaultable Securities
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