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Hedging CDO tranches in a Markovian environment
Cousin, Areski; Jeanblanc, Monique; Laurent, Jean-Paul - In: Paris Princeton lectures on mathematical finance 4 (2010), pp. 1-61
Persistent link: https://www.econbiz.de/10009356720
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Lecture notes in mathematics : 4. 2010
Cousin, Areski (contributor); Carmona, René (contributor) - In: Paris Princeton lectures on mathematical finance 2003 (2011)
Persistent link: https://www.econbiz.de/10009173382
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Paris-Princeton lectures on mathematical finance ; 4.2010
Cousin, Areski (contributor); Carmona, René (contributor) - 2011
Persistent link: https://www.econbiz.de/10009349792