Total return swap valuation with counterparty risk and interest rate risk

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Publication:1724070

DOI10.1155/2014/412890zbMath1406.91454OpenAlexW2084491725WikidataQ59037633 ScholiaQ59037633MaRDI QIDQ1724070

Anjiao Wang, Zhong-Xing Ye

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/412890




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