Replication of Contingent Claims in a Reduced-Form Credit...

Stochastic Models 2006 / 12 Vol. 22; Iss. 4

Replication of Contingent Claims in a Reduced-Form Credit Risk Model with Discontinuous Asset Prices

Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek
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Volume:
22
Language:
english
Journal:
Stochastic Models
DOI:
10.1080/15326340600878313
Date:
December, 2006
File:
PDF, 209 KB
english, 2006
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