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~isPartOf:"Journal of economic dynamics & control"
~language:"bos"
~language:"eng"
~person:"Fabozzi, Frank J."
~subject:"Credit derivative"
~type_genre:"Article in journal"
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Local volatility and the recovery rate of credit default swaps
Jansen, Jeroen
;
Das, Sanjiv R.
;
Fabozzi, Frank J.
- In:
Journal of economic dynamics & control
92
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974230
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