PDE approach to valuation and hedging of credit derivatives
Year of publication: |
2005
|
---|---|
Authors: | Bielecki, Tomasz ; Jeanblanc, Monique ; Rutkowski, Marek |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 5.2005, 3, p. 257-270
|
Publisher: |
Taylor & Francis Journals |
Subject: | Credit derivatives | Hedging | Valuation | PDE approach |
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