Valuation of credit contingent claims : an arbitrage-free credit model
Thomas S. Y. Ho; Sang Bin Lee
| Year of publication: |
2009
|
|---|---|
| Authors: | Ho, Thomas S. Y. ; Lee, Sang Bin |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 24951808. - Vol. 7.2009, 3, p. 49-65
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009910811