Valuation of Complex Financial Instruments for Credit Risk Transfer

DOI10.1007/978-3-642-20009-0_19zbMath1420.91489OpenAlexW1825958742MaRDI QIDQ5232806

Andreas Igl, Alfred Hamerle

Publication date: 13 September 2019

Published in: Operations Research Proceedings (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-20009-0_19

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

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