Showing 1 - 9 of 9
We consider a situation in which general financial products such as options, CDS, and other derivatives, are traded to investigate the effect of cross-ownerships on market stability. We prove the existence and uniqueness of a clearing payment vector under the assumption of the fictitious default...
Persistent link: https://www.econbiz.de/10012855070
Persistent link: https://www.econbiz.de/10010511560
Persistent link: https://www.econbiz.de/10003213175
Persistent link: https://www.econbiz.de/10001521989
Persistent link: https://www.econbiz.de/10001521987
Persistent link: https://www.econbiz.de/10003981989
Persistent link: https://www.econbiz.de/10009008889
Persistent link: https://www.econbiz.de/10010352010
Persistent link: https://www.econbiz.de/10010364748