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  • Search: subject:"FS decomposition"
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CAPM 1 Credit risk 1 Defaultable claims 1 FS decomposition 1 Insolvency 1 Insolvenz 1 Kreditrisiko 1 Option pricing theory 1 Optionspreistheorie 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 credit risk 1 hazard rate 1 local risk minimization 1 reduced form models 1 running infimum process 1 structural models 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Karpathopoulos, Nikolaos 1 Okhrati, Ramin 1
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International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1
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Local risk minimization of contingent claims simultaneously exposed to endogenous and exogenous default times
Okhrati, Ramin; Karpathopoulos, Nikolaos - In: International journal of theoretical and applied finance 24 (2021) 6/7, pp. 1-41
Persistent link: https://www.econbiz.de/10012807897
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