BibTeX record journals/fs/BieleckiJR11

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@article{DBLP:journals/fs/BieleckiJR11,
  author       = {Tomasz R. Bielecki and
                  Monique Jeanblanc and
                  Marek Rutkowski},
  title        = {Hedging of a credit default swaption in the {CIR} default intensity
                  model},
  journal      = {Finance Stochastics},
  volume       = {15},
  number       = {3},
  pages        = {541--572},
  year         = {2011},
  url          = {https://doi.org/10.1007/s00780-010-0143-7},
  doi          = {10.1007/S00780-010-0143-7},
  timestamp    = {Wed, 22 Jul 2020 22:00:05 +0200},
  biburl       = {https://dblp.org/rec/journals/fs/BieleckiJR11.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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