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International journal of financial research
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Valuation of a basket loan credit default swap
Liang, Jin
;
Zhou, Yujing
- In:
International journal of financial research
1
(
2010
)
1
,
pp. 21-29
Persistent link: https://www.econbiz.de/10009305958
Saved in:
2
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
Saved in:
3
Valuation of a basket loan credit default swap
Liang, Jin
;
Zhou, Yujing
- In:
International journal of financial research
1
(
2010
)
1
,
pp. 21-29
Persistent link: https://www.econbiz.de/10009958147
Saved in:
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