The dynamic spread of the forward CDS with general random loss
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Publication:1724436
DOI10.1155/2014/580713zbMath1406.91453WikidataQ59039620 ScholiaQ59039620MaRDI QIDQ1724436
Kun Tian, Dewen Xiong, 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/10.1155/2014/580713
91G30: Interest rates, asset pricing, etc. (stochastic models)
91G20: Derivative securities (option pricing, hedging, etc.)
91G40: Credit risk
Cites Work
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