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Some short elements on hedging credit derivatives - MaRDI portal

Some short elements on hedging credit derivatives (Q5429588)

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scientific article; zbMATH DE number 5216867
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English
Some short elements on hedging credit derivatives
scientific article; zbMATH DE number 5216867

    Statements

    title
    Some short elements on hedging credit derivatives (English)
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    author
    Ph. Durand
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    publication date
    30 November 2007
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    zbMATH Keywords
    credit derivatives
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    hedging
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    robustness
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    Identifiers

    DOI
    10.1051/ps:2007003
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    Mathematics Subject Classification ID
    91G70
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    91G20
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    91G10
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    zbMATH DE Number
    5216867
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    OpenAlex ID
    W2112160097
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