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subject:"Kreditderivat"
~isPartOf:"Review of derivatives research"
~person:"Ehlers, Stefan"
~person:"Jarrow, Robert A."
~person:"Koziol, Christian"
~subject:"Credit default swaps"
~subject:"Kreditrisiko"
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Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
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