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Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads
Yoshifumi Muroi, E. Kazuhiro TakinoVolume:
18
Language:
english
Pages:
28
DOI:
10.1007/s10690-010-9134-0
Date:
November, 2011
File:
PDF, 377 KB
english, 2011