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Super-replication problem in a jumping financial market

Brunel, Vivien - In: Finance : revue de l'Association Française de Finance 23 (2002) Numéro hors série, pp. 29-45

Persistent link: https://www.econbiz.de/10009918872

STRUCTURED FINANCE: Dealing with seller's risk - The risk of trade receivables securitisations comes from both the pool of assets and the seller of the assets. The author develops a model for securitisation exposures that deals with both risks, and analyses in detail the interplay between debtors'risk and seller's risk.

Brunel, Vivien - In: Risk : managing risk in the world's financial markets 19 (2006) 10, pp. 106-111

Persistent link: https://www.econbiz.de/10007377735

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