Dynamic Hedging of Portfolio Credit Derivatives-Reference-Cited by-同舟云学术

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Dynamic Hedging of Portfolio Credit Derivatives

Published:2008 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Cont Rama,Kan Yu Hang

Publisher

Elsevier BV

Cited by 13 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Filtering and Incomplete Information in Credit Risk;Credit Risk Frontiers;2012-09-07

2. Dynamic Hedging of Synthetic CDO Tranches: Bridging the Gap between Theory and Practice;Credit Risk Frontiers;2012-09-07

3. IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS;Econometric Theory;2012-01-19

4. Hedging CDO Tranches in a Markovian Environment;Paris-Princeton Lectures on Mathematical Finance 2010;2011

5. Gaussian Copula Model;Encyclopedia of Quantitative Finance;2010-05-15

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