검색결과 : 4건
| No. | Article |
|---|---|
| 1 |
Locally Risk-Minimizing Hedging of Counterparty Risk for Portfolio of Credit Derivatives Bo LJ, Ceci C Applied Mathematics and Optimization, 82(2), 799, 2020 |
| 2 |
Local Risk-Minimization for Defaultable Claims with Recovery Process Biagini F, Cretarola A Applied Mathematics and Optimization, 65(3), 293, 2012 |
| 3 |
Quadratic hedging methods for defaultable claims Biagini F, Cretarola A Applied Mathematics and Optimization, 56(3), 425, 2007 |
| 4 |
The new version of ARIPAR and the benefits given in assessing and managing major risks in industrialised areas Spadoni G, Contini S, Uguccioni G Process Safety and Environmental Protection, 81(B1), 19, 2003 |