Dynamic Hedging of Portfolio Credit Derivatives - researchr publication bibtex

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

@article{ContK11,
  title = {Dynamic Hedging of Portfolio Credit Derivatives},
  author = {Rama Cont and Yu Hang Kan},
  year = {2011},
  doi = {10.1137/090750937},
  url = {http://dx.doi.org/10.1137/090750937},
  researchr = {https://researchr.org/publication/ContK11},
  cites = {0},
  citedby = {0},
  journal = {SIAM J. Financial Math.},
  volume = {2},
  number = {1},
  pages = {112-140},
}

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