On pricing basket credit default swaps
Gu, Jia-Wen, Ching, Wai-Ki, Siu, Tak-Kuen, Zheng, HarryVolume:
13
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2013.783713
Date:
December, 2013
File:
PDF, 391 KB
english, 2013