An exact structural model for evaluating credit default swaps : theory and empirical evidence
Year of publication: |
2023
|
---|---|
Authors: | Chen, Ren-Raw ; Hsieh, Pei-Lin |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 32.2023, 3, p. 20-48
|
Subject: | Theorie | Theory | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Swap | Insolvenz | Insolvency | Schätzung | Estimation |
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