1. Assefa, S., Bielecki, T., Crépey, S., Jeanblanc, M.: CVA computation for counterparty risk assesment in credit portfolio. In: Bielecki, T., Brigo, D., Patras, F. (eds.) Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings and Liquidity. Wiley, Hoboken (2009)
2. Azizpour, S., Giesecke, K., Schwenkler, G.: Exploring the sources of default clustering. Working paper, Stanford University (2013)
3. Belanger, A., Shreve, S., Wong, D.: A general framework for pricing credit risk. Math. Finance 14, 317–350 (2004)
4. Bielecki, T., Jeanblanc, M., Rutkowski, M.: Pricing and trading credit default swaps in a hazard process model. Ann. Appl. Probab. 18, 2495–2529 (2008)
5. Bo, L., Wang, Y., Yang, X.: An optimal portfolio problem in a defaultable market. Adv. Appl. Probab. 42, 689–705 (2010)