Hedging of a credit default swaption in the CIR default intensity model
| Year of publication: |
2011
|
|---|---|
| Authors: | Bielecki, Tomasz R. ; Jeanblanc, Monique ; Rutkowski, Marek |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 3, p. 541-573
|