Computing the survival probability in the Madan–Unal credit...

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Quantitative Finance 2016 / 06

Computing the survival probability in the Madan–Unal credit risk model: application to the CDS market

Ballestra, Luca Vincenzo, Pacelli, Graziella, Radi, Davide
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1189590
Date:
June, 2016
File:
PDF, 582 KB
english, 2016
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