These are all the papers that have a JEL assignment (not all authors have given JEL codes to their papers) and that include the D52 classification. (sorted by date) Dynamic Hedging of Synthetic CDO Tranches with Spread Risk and Default Contagion
by Rüdiger Frey of the Universität Leipzig, and
Jochen Backhaus of the Universität Leipzig
(304K PDF) -- 22pages -- October 6, 2009 Utility-Based Pricing of Defaultable Bonds and the Decomposition of Credit Risk
by Tomoaki Shouda of the Mitsubishi UFJ Trust Investment Technology Institute Co., Ltd. & Hitotsubashi University
(571K PDF) -- 22 pages -- December 20, 2006
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