Reference health
Dynamic Hedging of Counterparty Exposure
7/7 checkable references clean · checked 2026-07-25
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
9 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 7 checked references that resolve
resolves10.1142/S0219024911006498
VALUATION AND HEDGING OF CDS COUNTERPARTY EXPOSURE IN A MARKOV COPULA MODEL
resolves10.21314/JCR.2008.068
A Markov copulae approach to pricing and hedging of credit index derivatives and ratings triggered step-up bonds
resolves10.1007/s00780-003-0108-1
Hazard rate for credit risk and hedging defaultable contingent claims
The 9 references without a DOI — listed, not checked
no DOI — not checkedAssefa, S., Bielecki, T.R., Crepey, S., Jeanblanc, M.: CVA computation for counterparty risk assessment in credit portfolios. In: Bielecki, T.R., Brigo, D., Patras, F. (eds.) Credit Risk Frontiers: Subprime Crisis, Pricing and Hedging, CVA, MBS, Ratings and Liquidity. Wiley, New York (2011)
no DOI — not checkedBielecki, T.R., Crépey, S., Jeanblanc, M., Rutkowski, M.: Convertible bonds in a defaultable diffusion model. In: Kohatsu-Higa, A., Privault, N., Sheu, S.J. (eds.) Stochastic Analysis with Financial Applications. Birkhäuser, Basel (2010)
no DOI — not checkedBielecki, T.R., Rutkowski, M.: Credit Risk: Modeling, Valuation and Hedging. Springer, Berlin (2002)
no DOI — not checkedCesari, G., Aquilina, J., Charpillon, N.: Modelling, Pricing, and Hedging Counterparty Credit Exposure. Springer Finance (2010)
no DOI — not checkedCrépey, S., Jeanblanc, M., Zargari, B.: Counterparty risk on a CDS in a Markov chain copula model with joint defaults. In: Kijima, M., Hara, C., Muromachi, Y., Tanaka, K. (eds.) Recent Advances in Financial Engineering 2009. World Scientific, Singapore (2010). Available on http://grozny.maths.univ-evry.fr/pages_perso/crepey/
no DOI — not checkedDelbaen, F., Schachermayer, W.: The Mathematics of Arbitrage. Springer Finance (2006)
no DOI — not checkedDurand, C., Rutkowski, M.: Credit value adjustment for bilateral counterparty risk of collateralized contracts under systemic risk. Working paper
no DOI — not checkedGregory, J.: Counterparty Credit Risk: The New Challenge for Global Financial Markets. Wiley, New York (2009)
no DOI — not checkedISDA Collateral Steering Committee: Market Review of OTC Derivative Bilateral Collateralization Practices, ISDA Swaps and Derivatives Association, March 2010
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