Modelling the bid and ask prices of illiquid CDSs (Q4649508)
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scientific article; zbMATH DE number 6109795
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| English | Modelling the bid and ask prices of illiquid CDSs |
scientific article; zbMATH DE number 6109795 |
Statements
MODELLING THE BID AND ASK PRICES OF ILLIQUID CDSs (English)
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22 November 2012
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credit defaults swaps
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cdss
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hedging
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valuation
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incomplete markets
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0.757015585899353
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0.7562114000320435
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0.7456068992614746
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0.7327103018760681
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0.7207748293876648
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