Modeling credit default swap premiums with stochastic recovery rate

arXiv1706.05703MaRDI QIDQ6288002FDOQ6288002

Authors: Zahra Sokoot, N. Modarresi, Farzaneh Niknejad 

Publication date: 18 June 2017

Abstract: There are many studies on development of models for analyzing some derivatives such as credit default swaps .

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