Pricing kth-to-Default Swaps Under Default Contagion : The Matrix-Analytic Approach
Year of publication: |
[2007]
|
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Authors: | Herbertsson, Alexander |
Other Persons: | Rootzén, Holger (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Other identifiers: | 10.2139/ssrn.962381 [DOI] |
Classification: | G33 - Bankruptcy; Liquidation ; G13 - Contingent Pricing; Futures Pricing ; C02 - Mathematical Methods ; C63 - Computational Techniques ; G32 - Financing Policy; Capital and Ownership Structure |
Source: | ECONIS - Online Catalogue of the ZBW |
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