Modelling bonds and credit default swaps using a structural...

Quantitative Finance 2008 / 10 Vol. 8; Iss. 7

Modelling bonds and credit default swaps using a structural model with contagion

Haworth, Helen, Reisinger, Christoph, Shaw, William
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Volume:
8
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680701834614
Date:
October, 2008
File:
PDF, 230 KB
english, 2008
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