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", }