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~isPartOf:"Review of Derivatives Research"
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Modelling default contagion using multivariate phase-type distributions
Herbertsson, Alexander
- In:
Review of Derivatives Research
14
(
2011
)
1
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pp. 1-36
Persistent link: https://www.econbiz.de/10008926017
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Delta-hedging correlation risk?
Cousin, Areski
;
Crépey, Stéphane
;
Kan, Yu
- In:
Review of Derivatives Research
15
(
2012
)
1
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pp. 25-56
Persistent link: https://www.econbiz.de/10010867561
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