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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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Paris-Princeton lectures on mathematical finance ; 4.2010
Cousin, Areski
(
contributor
);
Carmona, René
(
contributor
)
-
2011
Persistent link: https://www.econbiz.de/10009349792
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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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