Hedging of Credit Derivatives in Models with Totally Unexpected Default-Reference-Cited by-同舟云学术

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Hedging of Credit Derivatives in Models with Totally Unexpected Default

Published:2006-03 Issue: Volume: Page:
ISSN:
Container-title:Stochastic Processes and Applications to Mathematical Finance
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Author:

Bielecki Tomasz R.¹,Jeanblanc Monique²,Rutkowski Marek³⁴

Affiliation:

1. Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, USA

2. Département de Mathématiques, Université d'Évry Val d'Essonne, 91025 Évry Cedex, France

3. School of Mathematics, University of New South Wales, Sydney, NSW 2052, Australia

4. Faculty of Mathematics and Information Science, Warsaw University of Technology, 00-661 Warszawa, Poland

Publisher

WORLD SCIENTIFIC

Cited by 18 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

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