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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:"Subbotin, Alexander"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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American journal of agricultural economics
International journal of theoretical and applied finance
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CVA with wrong way risk : sensitivities, volatility and hedging
El Hajjaji, Omar
;
Subbotin, Alexander
- In:
International journal of theoretical and applied finance
18
(
2015
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011403747
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2
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
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