MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs (Q4649508)
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scientific article; zbMATH DE number 6109795
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs |
scientific article; zbMATH DE number 6109795 |
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MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs (English)
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22 November 2012
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credit defaults swaps
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cdss
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hedging
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valuation
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incomplete markets
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