Single name credit default swaptions meet single sided jump models
From MaRDI portal
Publication:1025620
DOI10.1007/s11147-008-9027-9zbMath1163.91434MaRDI QIDQ1025620
Publication date: 19 June 2009
Published in: Review of Derivatives Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11147-008-9027-9
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