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3Gennheimer, H, ,2002: Model Risk in Copula Based Default Pricing Models, working paper. 被引量：1
4Giesecke, K. , Weber, S. , 2004: Cyclical Correlations, Credit Contagion, and Portfolio Losses, Journal of Banking and Finance, Dec 2004, Vol. 28 Issue 12, p3009 -3036. 被引量：1
5Giesecke, IC , Weber, S. , 2004: Credit Contagion and Aggzegate Losses, working paper. 被引量：1
6Jarrow, R. , Yu, F. (2001) : Counterparty Risk and the Pricing of Defaultable Securities. The Journal of Finance LVI, 1765 - 1799. 被引量：1
7Laurent, J. , Gregory, I. , 2003 : Basket Default Swaps, CDO' s and Factor Copulas, working paper. 被引量：1
8Mashal, R. , Naldi, M. , 2003 : Extreme Events and Multi-Name Credit Derivatives, working paper. 被引量：1
9Schonbucher, P. , 2003: Information-Drlven Default Contagion, working paper. 被引量：1
10Michael B Walker. The Static Hedging of CDO Trance Correlation Risk[R]. Working Paper, February 5, 2008. 被引量：1
