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Financial models with defaultable numéraires - MaRDI portal

Financial models with defaultable numéraires (Q5743119)

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scientific article; zbMATH DE number 7052623
Language Label Description Also known as
English
Financial models with defaultable numéraires
scientific article; zbMATH DE number 7052623

    Statements

    title
    Financial models with defaultable numéraires (English)
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    author
    Travis C. Fisher
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    Sergio Pulido
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    Johannes Ruf
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    publication date
    8 May 2019
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    zbMATH Keywords
    defaultable numéraire
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    devaluation
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    nonclassical valuation formulas
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    Identifiers

    DOI
    10.1111/mafi.12178
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    zbMATH DE Number
    7052623
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    OpenAlex ID
    W2963265259
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    arXiv ID
    1511.04314
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