689 articles – 286 Notices  [english version]
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3 documents classés par :
fulltext access Enveloping algebras of preLie algebras, Solomon idempotents and the Magnus formula
Chapoton F., Patras F.
[hal-00658228 - version 2] (10/01/2012)
Structural Counterparty Risk Valuation for Credit Default Swaps
Blanchet-Scalliet C., Patras F.
Dans Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings, and Liquidity (2011) 437-456 [hal-00594194 - version 1]
fulltext access Counterparty risk valuation for CDS.
Blanchet-Scalliet C., Patras F.
[hal-00292620 - version 1] (02/07/2008)