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Q4660875 - MaRDI portal

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scientific article; zbMATH DE number 2151388
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English
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scientific article; zbMATH DE number 2151388

    Statements

    author
    Martin Hellmich
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    Oliver Steinkamp
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    publication date
    4 April 2005
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    zbMATH Keywords
    Holy Grail
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    basket credit default swaps
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    moment-generating functions
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    91B24
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    91B30
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    zbMATH DE Number
    2151388
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