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Valuation of loan credit default swaps correlated prepayment and default risks with stochastic recovery rate
Wu, Yuan; Liang, Jin - In: International journal of financial research 3 (2012) 2, pp. 60-68
Persistent link: https://www.econbiz.de/10009630619
Cover Image
Valuation of loan credit default swaps correlated prepayment and default risks with stochastic recovery rate
Wu, Yuan; Liang, Jin - In: International journal of financial research 3 (2012) 2, pp. 60-68
Persistent link: https://www.econbiz.de/10010039611