Last update: Sat Oct 14 02:54:59 MDT 2017
@Article{Cousin:2011:HCT,
author = "Areski Cousin and Monique Jeanblanc and Jean-Paul
Laurent",
title = "Hedging {CDO} Tranches in a {Markovian} Environment",
journal = j-LECT-NOTES-MATH,
volume = "2003",
pages = "1--61",
year = "2011",
CODEN = "LNMAA2",
DOI = "https://doi.org/10.1007/978-3-642-14660-2_1",
ISBN = "3-642-14659-7 (print), 3-642-14660-0 (e-book)",
ISBN-13 = "978-3-642-14659-6 (print), 978-3-642-14660-2
(e-book)",
ISSN = "0075-8434 (print), 1617-9692 (electronic)",
ISSN-L = "0075-8434",
MRclass = "91G40 (91G60)",
MRnumber = "2762360 (2012d:91226)",
MRreviewer = "Gunther Leobacher",
bibdate = "Fri May 9 19:07:09 MDT 2014",
bibsource = "http://www.math.utah.edu/pub/tex/bib/lnm2010.bib",
URL = "http://link.springer.com/chapter/10.1007/978-3-642-14660-2_1/",
acknowledgement = ack-nhfb,
book-DOI = "https://doi.org/10.1007/978-3-642-14660-2",
book-URL = "http://www.springerlink.com/content/978-3-642-14660-2",
fjournal = "Lecture Notes in Mathematics",
journal-URL = "http://link.springer.com/bookseries/304",
}