Fast valuation of forward-starting basket default swaps
Year of publication: |
2010
|
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Authors: | Jackson, Ken ; Kreinin, Alex ; Zhang, Wanhe |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 13.2010, 2, p. 195-209
|
Subject: | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Theorie | Theory |
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