A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
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Publication:3116718
DOI10.1287/mnsc.46.1.46.15124zbMath1231.91462MaRDI QIDQ3116718
Rangarajan K. Sundaram, Sanjiv Ranjan Das
Publication date: 12 February 2012
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.46.1.46.15124
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