A Monte-Carlo based approach for pricing credit default...

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A Monte-Carlo based approach for pricing credit default swaps with regime switching

He, Xin-Jiang, Chen, Wenting
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Language:
english
Journal:
Computers & Mathematics with Applications
DOI:
10.1016/j.camwa.2018.07.027
Date:
July, 2018
File:
PDF, 330 KB
english, 2018
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