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subject:"Hedging"
type_genre:"Company information"
~isPartOf:"American journal of agricultural economics"
~isPartOf:"International journal of theoretical and applied finance"
~person:"Bielecki, Tomasz R."
~person:"Grasselli, Matheus"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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Bielecki, Tomasz R.
Grasselli, Matheus
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American journal of agricultural economics
International journal of theoretical and applied finance
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ECONIS (ZBW)
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Valuation and hedging of CDS counterparty exposure in a Markov copula model
Bielecki, Tomasz R.
;
Crépey, S.
;
Jeanblanc, Monique
; …
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009562148
Saved in:
2
Special issue on financial derivatives and risk management
Grasselli, Matheus
(
contributor
); …
-
2011
Persistent link: https://www.econbiz.de/10009562521
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