A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
Tomasz R. Bielecki; Andrea Vidozzi; Luca Vidozzi
| Year of publication: |
2008
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| Authors: | Bielecki, Tomasz R. ; Vidozzi, Andrea ; Vidozzi, Luca |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 4.2008/09, 1, p. 47-76
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932451