Loading…

Pricing credit default swaps under Lévy models

Saved in:

Bibliographic Details
Published in:	The journal of computational finance 2007-07, Vol.10 (4), p.71-91
Main Authors:	Cariboni, Jessica, Schoutens, Wim
Format:	Article
Language:	English
Citations:	Items that cite this one
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!