Pricing and hedging GDP-linked bonds in incomplete markets (Q1657210)
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scientific article; zbMATH DE number 6916830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing and hedging GDP-linked bonds in incomplete markets |
scientific article; zbMATH DE number 6916830 |
Statements
Pricing and hedging GDP-linked bonds in incomplete markets (English)
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13 August 2018
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contingent bonds
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debt restructuring
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asset pricing
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incomplete markets
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risk premium
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stochastic programming
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super-replication
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