A Discrete-Time Approach to Arbitrage-Free Pricing of...

Management Science 2000 / 01 Vol. 46; Iss. 1

A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives

Das, Sanjiv Ranjan, Sundaram, Rangarajan K.
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Volume:
46
Language:
english
Journal:
Management Science
DOI:
10.1287/mnsc.46.1.46.15124
Date:
January, 2000
File:
PDF, 186 KB
english, 2000
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