Indifference pricing of credit default swaps in a multi-period model (Q6102890)
From MaRDI portal
scientific article; zbMATH DE number 7700990
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indifference pricing of credit default swaps in a multi-period model |
scientific article; zbMATH DE number 7700990 |
Statements
Indifference pricing of credit default swaps in a multi-period model (English)
0 references
23 June 2023
0 references
indifference pricing
0 references
credit risk
0 references
reduced-form model
0 references
trading motive
0 references
risk aversion
0 references
CDS-bond basis
0 references
