Optional defaultable markets
Year of publication: |
December 2017
|
---|---|
Authors: | Abdelghani, Mohamed N. ; Melʹnikov, Aleksandr V. |
Subject: | defaultable claims | hazard process | martingale deflators | optional processes | hedging | Hedging | Optionspreistheorie | Option pricing theory | Martingal | Martingale | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Derivat | Derivative | Optionsgeschäft | Option trading |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks5040056 [DOI] hdl:10419/195785 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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