Valuation of default-sensitive claims under imperfect information
Year of publication: |
2008
|
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Authors: | Coculescu, Delia ; Geman, Hélyette ; Jeanblanc, Monique |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 12.2008, 2, p. 195-218
|
Subject: | Kapitalanlage | Financial investment | Kreditrisiko | Credit risk | Kapitaleinkommen | Capital income | Unvollkommene Information | Incomplete information | Risikoprämie | Risk premium | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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