Pages that link to "Item:Q4909145"
From MaRDI portal
The following pages link to RISK PREMIA AND OPTIMAL LIQUIDATION OF CREDIT DERIVATIVES (Q4909145):
Displaying 10 items.
- Pricing derivatives with counterparty risk and collateralization: a fixed point approach (Q320989) (← links)
- Managing the risk of loan prepayments and the optimal structure of short term lending rates (Q665813) (← links)
- Speculative futures trading under mean reversion (Q1627723) (← links)
- Liquidity tail risk and credit default swap spreads (Q1749525) (← links)
- OPTIMAL LIQUIDATION OF DERIVATIVE PORTFOLIOS (Q3008482) (← links)
- Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs (Q3458137) (← links)
- FINANCING AND INVESTMENT STRATEGIES UNDER CREDITOR-MAXIMIZED LIQUIDATION (Q5010064) (← links)
- OPTIMAL MEAN REVERSION TRADING WITH TRANSACTION COSTS AND STOP-LOSS EXIT (Q5256839) (← links)
- Heterogeneous Premiums for Homogeneous Risks? Asset Liability Management under Default Probability and Price-Demand Functions (Q5382571) (← links)
- (Q5501134) (← links)