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Credit derivatives and risk aversion - MaRDI portal

Credit derivatives and risk aversion (Q3572021)

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scientific article
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English
Credit derivatives and risk aversion
scientific article

    Statements

    title
    Credit derivatives and risk aversion (English)
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    author
    Tim Leung
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    Ronnie Sircar
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    Thaleia Zariphopoulou
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    publication date
    30 June 2010
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91G40
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    62P05
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    91G70
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    zbMATH DE Number
    5728747
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