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  • Search: subject:"Longstaff-Schwarz algorithm"
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CDS 1 Credit derivative 1 Credit insurance 1 Credit risk 1 Default risk 1 Kreditderivat 1 Kreditrisiko 1 Kreditversicherung 1 Lieferantenkredit 1 Longstaff-Schwarz algorithm 1 Moral Hazard 1 Moral hazard 1 Optimal stopping problems 1 Option pricing theory 1 Optionspreistheorie 1 Real options analysis 1 Realoptionsansatz 1 Search theory 1 Suchtheorie 1 Switching option 1 Trade credit 1 real options 1
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Article 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Chesney, Marc 1 Coculescu, Delia 1 Gökay, Selim 1
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Decisions in economics and finance : DEF ; a journal of applied mathematics 1
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ECONIS (ZBW) 1
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Endogenous trading in credit default swaps
Chesney, Marc; Coculescu, Delia; Gökay, Selim - In: Decisions in economics and finance : DEF ; a journal of … 39 (2016) 1, pp. 1-31
Persistent link: https://www.econbiz.de/10011451640
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