Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk
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Publication:6252648
arXiv1406.6805MaRDI QIDQ6252648
Hideyuki Takada, Simone Farinelli
Publication date: 26 June 2014
Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Credit risk (91G40)
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