Dynamic hedging of synthetic CDO tranches with spread risk and default contagion

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Publication:964581

DOI10.1016/J.JEDC.2009.10.013zbMATH Open1202.91337OpenAlexW2096306954MaRDI QIDQ964581

Author name not available (Why is that?)

Publication date: 22 April 2010

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2009.10.013



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