Work

Hedging of Defaultable Claims

Year: 2004

Type: book-chapter

Source: Lecture notes in mathematics

DOI: 10.1007/978-3-540-44468-8_1

Authors: Tomasz R. Bielecki, Monique Jeanblanc, Marek Rutkowski

Institutions: Illinois Institute of Technology, Université d'Évry Val-d'Essonne, Warsaw University of Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2486885342

FWCI: 22.31

Cites: 51

Cited by: 105

Related to: 10