DEFAULT RISK INSURANCE AND INCOMPLETE MARKETS1
- 1 July 1995
- journal article
- Published by Wiley in Mathematical Finance
- Vol. 5 (3) , 187-195
- https://doi.org/10.1111/j.1467-9965.1995.tb00064.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- A general version of the fundamental theorem of asset pricingMathematische Annalen, 1994
- ‘Finem Lauda’ or the risks in swapsInsurance: Mathematics and Economics, 1990
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981
- Point Processes and QueuesPublished by Springer Nature ,1981