Derivatives risks as costs in a one-period network model
Year of publication: |
2023
|
---|---|
Authors: | Bastide, Dorinel ; Crépey, Stéphane ; Drapeau, Samuel ; Tadese, Mekonnen |
Published in: |
Frontiers of mathematical finance : FMF. - Springfield, MO : AIMS, LLC, ISSN 2769-6715, ZDB-ID 3180026-9. - Vol. 2.2023, 3, p. 283-312
|
Subject: | Derivat | Derivative | Theorie | Theory | Risikomanagement | Risk management | Risiko | Risk | Netzwerk | Network |
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