Modelling default contagion using multivariate phase-type distributions Alexander Herbertsson OriginalPaper 04 March 2010 Pages: 1 - 36
A binomial approximation for two-state Markovian HJM models Massimo CostabileIvar MassabóEmilio Russo OriginalPaper 08 May 2010 Pages: 37 - 65
Tractable hedging with additional hedge instruments Nicole BrangerAntje Mahayni OriginalPaper 31 July 2010 Pages: 85 - 114