Endogenous trading in credit default swaps (Q272211)
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scientific article; zbMATH DE number 6571069
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Endogenous trading in credit default swaps |
scientific article; zbMATH DE number 6571069 |
Statements
Endogenous trading in credit default swaps (English)
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20 April 2016
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CDS
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moral hazard
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real options
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switching option
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default risk
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optimal stopping problems
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Longstaff-Schwarz algorithm
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