Pricing model of interest rate swap with a bilateral default risk
Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu YangVolume:
234
Year:
2010
Language:
english
Pages:
6
DOI:
10.1016/j.cam.2009.12.042
File:
PDF, 409 KB
english, 2010