Partial hedging for defaultable claims
Year of publication: |
2011
|
---|---|
Authors: | Nakano, Yumiharu |
Published in: |
Advances in mathematical economics. - Singapore : Springer Science + Business Media, ISSN 1866-2226, ZDB-ID 1500427-2. - Vol. 14.2011, p. 127-145
|
Subject: | Hedging | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory |
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