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The pricing of correlated default risk : evidence from the credit derivatives market
Tarashev, Nikola A.
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10003757568
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THE PRICING OF CORRELATED DEFAULT RISK: Evidence from the Credit Derivatives Market
Tarashev, Nikola
;
Zhu, Haibin
- In:
The journal of fixed income
18
(
2008
)
1
,
pp. 5-24
Persistent link: https://www.econbiz.de/10008077965
Saved in:
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