Hedging of a credit default swaption in the CIR default intensity model
Year of publication: |
2011
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Authors: | Bielecki, Tomasz R. ; Jeanblanc, Monique ; Rutkowski, Marek |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 3, p. 541-573
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