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Publication:3160511
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zbMATH Open1120.91015MaRDI QIDQ3160511

Andrew Lim

Publication date: 9 February 2005



Title of this publication is not available (Why is that?)


zbMATH Keywords

backward stochastic differential equationsreduced form approach


Mathematics Subject Classification ID

Ordinary differential equations and systems with randomness (34F05)



Related Items (6)

Partial hedging for defaultable claims ⋮ Risk measure pricing and hedging in incomplete markets ⋮ Default and exogenous collateral in incomplete markets with a continuum of states ⋮ Hedging in Financial Markets ⋮ Claim hedging in an incomplete market ⋮ Hedging default risks of CDOs in Markovian contagion models






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