Valuation of a Basket Loan Credit Default Swap
Year of publication: |
2010
|
---|---|
Authors: | Liang, Jin ; Zhou, Yujing |
Published in: |
International Journal of Financial Research. - International Journal of Financial Research, Sciedu Press. - Vol. 1.2010, 1, p. 21-29
|
Publisher: |
International Journal of Financial Research, Sciedu Press |
Subject: | LCDS | Default | Prepayment | PDE method | Closed-form solution |
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