Valuation of Complex Financial Instruments for Credit Risk Transfer

Alfred Hamerle, Andreas Igl. Valuation of Complex Financial Instruments for Credit Risk Transfer. In Bo Hu, Karl Morasch, Stefan Pickl, Markus Siegle, editors, Operations Research Proceedings 2010, Selected Papers of the Annual International Conference of the German Operations Research Society, Universität der Bundeswehr, München, September 1-3, 2010. pages 117-122, Springer, 2010. [doi]

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