These are all the papers that have the " 91B16 " classification. Note that not all authors/journals assign MSC codes. (sorted by date) Explicit Solutions to Optimal Risk-Averse Trading of Defaultable Bonds Under Heterogeneous Beliefs
by Tim S.T. Leung of the Johns Hopkins University
(514K PDF) -- 27 pages -- October 22, 2010 A Comparative Analysis of CDO Pricing Models under the Factor Copula Framework
by Xavier Burtschell of BNP-Paribas,
Jon Gregory - Consultant, and
Jean-Paul Laurent of Université de Lyon & BNP-Paribas
(541K PDF) -- 34 pages -- February 20, 2009
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