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"The Valuation of the Basket CDS in a Primary-Subsidiary Model."

Jianwei Lin et al. (2011)

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DOI: 10.1142/S0217595911003144

access: closed

type: Journal Article

metadata version: 2020-05-12

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  - journals/apjor/LinLWZ11
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  - https://dblp.org/rec/journals/apjor/LinLWZ11
Jianwei Lin, Gechun Liang, Sen Wu, Harry Zheng:
The Valuation of the Basket CDS in a Primary-Subsidiary Model. Asia Pac. J. Oper. Res. 28(2): 213-238 (2011)

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