Risk premia and optimal liquidation of credit derivatives
Year of publication: |
2012
|
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Authors: | Leung, Tim ; Liu, Peng |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 15.2012, 8, p. 1-34
|
Subject: | Optimal liquidation | Credit derivatives | Price discrepancy | Default risk premium | Event risk premium | Theorie | Theory | Risikoprämie | Risk premium | Derivat | Derivative | Kreditrisiko | Credit risk | CAPM | Kreditderivat | Credit derivative | Liquidität | Liquidity |
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