Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (Q2198168)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives |
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Locally risk-minimizing hedging of counterparty risk for portfolio of credit derivatives (English)
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9 September 2020
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local risk-minimization
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counterparty risk
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recursive system of Cauchy problems
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