A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS (Q6205987)

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scientific article; zbMATH DE number 900045858
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A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS
scientific article; zbMATH DE number 900045858

    Statements

    publication date
    22 June 2007
    0 references
    arXiv classification
    q-fin.RM
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    math.PR
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    author
    Yun-Fen Bai
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    Xin-Hua Hu
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    Zhong-Xing Ye
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    Identifiers

    arXiv ID
    0706.3331
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