Bourdoux, J.-M., Hübner, G., & Sibille, J.-R. (2008). CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx. In N. Wagner, Credit Risk - Models, Derivatives and Management (pp. 511-526). Chapman & Hall. https://hdl.handle.net/2268/35227
Bourdoux, J.-M., Hübner, G., & Sibille, J.-R. (2008). CDO Prices and Risk Management: A Comparative Study of Alternative Approaches for pricing iTraxx. In N. Wagner, Credit Risk - Models, Derivatives and Management (pp. 511-526). Chapman & Hall.
