Christophette Blanchet-Scalliet, Monique Jeanblanc. Hazard rate for credit risk and hedging defaultable contingent claims. Finance and Stochastics, 8(1):145-159, 2004. [doi]
@article{Blanchet-ScallietJ04,
title = {Hazard rate for credit risk and hedging defaultable contingent claims},
author = {Christophette Blanchet-Scalliet and Monique Jeanblanc},
year = {2004},
doi = {10.1007/s00780-003-0108-1},
url = {http://dx.doi.org/10.1007/s00780-003-0108-1},
researchr = {https://researchr.org/publication/Blanchet-ScallietJ04},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {8},
number = {1},
pages = {145-159},
}