Pricing credit default swaps with Parisian and Parasian default mechanics
From MaRDI portal
Publication:5082824
DOI10.1080/03610918.2019.1653913OpenAlexW2969911824MaRDI QIDQ5082824
Xin-Jiang He, Wen-Ting Chen, Sha Lin
Publication date: 21 June 2022
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1653913
Cites Work