Valuation of credit contingent interest rate swap with credit rating migration

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Publication:5031189

DOI10.1080/00207160.2020.1713315zbMATH Open1483.91254OpenAlexW3000316499WikidataQ126384129 ScholiaQ126384129MaRDI QIDQ5031189FDOQ5031189


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Publication date: 18 February 2022

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2020.1713315




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