Author:
Bielecki Tomasz R.,Jeanblanc Monique,Rutkowski Marek
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Finance,Statistics and Probability
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3. Bielecki, T.R., Jeanblanc, M., Rutkowski, M.: Hedging of credit derivatives in models with totally unexpected default. In: Akahori, J., et al. (eds.) Stochastic Processes and Applications to Mathematical Finance, pp. 35–100. Singapore, World Scientific (2006)
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5. Bielecki, T.R., Jeanblanc, M., Rutkowski, M.: Pricing and trading credit default swaps in a hazard process model. Ann. Appl. Probab. 18, 2495–2529 (2008)
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