Affiliation:
1. Université d’Évry Val d’Essonne
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Reference33 articles.
1. Valuation and Hedging of Defaultable Game Options in a Hazard Process Model;Bielecki;J. Appl. Math. Stoch. Anal.,2009
2. Blanchet-Scalliet , C. F. Patras 2008 Counterparty Risk Valuation for CDS defaultrisk.com
3. Bilateral Counterparty Risk with Application to CDSs;Brigo;Risk Mag.,2010
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