Valuation of Portfolio Loss Derivatives in An Infectious Model - Archive ouverte HAL
Chapitre D'ouvrage Année : 2011

Valuation of Portfolio Loss Derivatives in An Infectious Model

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hal-00665027 , version 1 (01-02-2012)

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Areski Cousin, Diana Dorobantu, Didier Rullière. Valuation of Portfolio Loss Derivatives in An Infectious Model. Perna, Cira; Sibillo, Marilena. Mathematical and Statistical Methods for Actuarial Sciences and Finance, Springer, pp.139-147, 2011, ⟨10.1007/978-88-470-2342-0_17⟩. ⟨hal-00665027⟩
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