Analytical methods for hedging systematic credit risk with linear factor portfolios
| Year of publication: |
2009
|
|---|---|
| Authors: | Rosen, Dan ; Saunders, David |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 1, p. 37-52
|