1. Extensions to the Gaussian copula: random recovery and random factor loadings;Andersen;Journal of Credit Risk,2004
2. Arnsdorf, M., Halperin, I., 2007. BSLP: Markovian bivariate spread-loss model for portfolio credit derivatives. Working paper, available from 〈http://arXiv.org/abs/0901.3398〉.
3. Backhaus, J., 2008. Pricing and hedging of credit derivatives in a model with interacting default intensities: a Markovian approach. Ph.D. Thesis, Department of mathematics, Universität Leipzig.
4. Bielecki, T., Crepey, S., Jeanblanc, M., 2009. Up and down credit risk. Preprint, Evry University, available on 〈www.defaultrisk.com〉.
5. Hedging of defaultable claims;Bielecki,2004