scientific article; zbMATH DE number 6401193

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zbMath1313.91144MaRDI QIDQ5499210

Wei Qin, Shao-hua Li

Publication date: 11 February 2015

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

counterparty risk reduced-form option based portfolio pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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