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"Dynamic Hedging of Portfolio Credit Derivatives."

Rama Cont, Yu Hang Kan (2011)

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DOI: 10.1137/090750937

access: closed

type: Journal Article

metadata version: 2017-06-08

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Rama Cont, Yu Hang Kan:
Dynamic Hedging of Portfolio Credit Derivatives. SIAM J. Financial Math. 2(1): 112-140 (2011)

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