Pricing credit default swap with nonlinear dependence
Year of publication: |
2011
|
---|---|
Authors: | Shieh, Shwu-jane ; Lin, Chih-yung |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 21.2011, 4/6, p. 261-269
|
Subject: | Kreditderivat | Credit derivative | Optionspreistheorie | Option pricing theory | USA | United States | 2002-2006 |
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