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isPartOf:"Working papers in economics"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"The journal of risk and insurance : the journal of the American Risk and Insurance Association"
~person:"Schmidt, Thorsten"
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Working papers in economics
Discussion paper / Centre for Economic Policy Research
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Pricing basket default swaps in a tractable shot-noise model
Herbertsson, Alexander
;
Jang, Jiwook
;
Schmidt, Thorsten
-
2009
Persistent link: https://www.econbiz.de/10003828944
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