1. Albanese , C. Chen , O. Dalessandro , A. Vidler , A. 2005 Dynamic Credit Correlation Modeling
2. Andersen , L. 2006 Portfolio Losses in Factor Models: Term Structures and Intertemporal Loss Dependence
3. Andersen , L. Piterbarg , V. Sidenius , J. 2005 A New Framework for Dynamic Credit Portfolio Loss Modelling
4. Baheti , P. Mashal , R. Naldi , M. 2006 Step it Up or Start it Forward: Fast Pricing of Reset Tranches
5. Risk and the valuation of collateralized debt obligations;Duffie;Financial Analysts Journal,2001