Hedging of Credit Derivatives in Models with Totally Unexpected Default
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Publication:5487016
DOI10.1142/9789812774637_0002zbMath1186.91190OpenAlexW2145743997MaRDI QIDQ5487016
Marek Rutkowski, Tomasz R. Bielecki, Monique Jeanblanc-Picqué
Publication date: 18 September 2006
Published in: Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/187489805e49f73c6f8d4f920db8340b89ab04a6
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