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"Research on CDS pricing model with endogenous recovery rate."

Xiaojing Lin, Yaming Zhuang, Jing Zhang (2018)

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DOI: 10.1016/J.CNSNS.2018.02.004

access: closed

type: Journal Article

metadata version: 2021-12-25

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  - https://dblp.org/rec/journals/cnsns/LinZZ18
Xiaojing Lin, Yaming Zhuang, Jing Zhang:
Research on CDS pricing model with endogenous recovery rate. Commun. Nonlinear Sci. Numer. Simul. 62: 18-26 (2018)

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