Hedging the risk of delayed data in defaultable markets
Ramin Okhrati
| Year of publication: |
2019
|
|---|---|
| Authors: | Okhrati, Ramin |
| Subject: | Defaultable claims | pseudo local risk minimization | intensity | delayed data | random time change | Hedging | Theorie | Theory | Risikomanagement | Risk management | Insolvenz | Insolvency | Kreditrisiko | Credit risk | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Zeit | Time |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1350486X.2019.1590784 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012210262