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~isPartOf:"Financial engineering"
~person:"Hoerova, Marie"
~person:"Jarrow, Robert A."
~person:"Rutkowski, Marek"
~subject:"Derivat"
~subject:"Kreditsicherung"
~subject:"Risk measure"
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Valuation of basket credit derivatives in the credit migrations environment
Bielecki, Tomasz R.
;
Crépey, Stéphane
;
Jeanblanc, Monique
- In:
Financial engineering
,
(pp. 471-507)
.
2008
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