Pricing and trading credit default swaps in a hazard...

The Annals of Applied Probability 2008 / 12 Vol. 18; Iss. 6

Pricing and trading credit default swaps in a hazard process model

Bielecki, Tomasz R., Jeanblanc, Monique, Rutkowski, Marek
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Volume:
18
Journal:
The Annals of Applied Probability
DOI:
10.1214/00-aap520
Date:
December, 2008
File:
PDF, 318 KB
2008
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