Alexander Herbertsson

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Sensitivity Analysis

Top Venues

J. Optim. Theory Appl.

Publications

Tomasz R. Bielecki, Areski Cousin, Stéphane Crépey, Alexander Herbertsson
Dynamic Hedging of Portfolio Credit Risk in a Markov Copula Model. J. Optim. Theory Appl. 161 (1) (2014)