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"Pricing credit default swaps with Parisian and Parasian default ..."

Wenting Chen, Xin-Jiang He, Sha Lin (2022)

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DOI: 10.1080/03610918.2019.1653913

access: closed

type: Journal Article

metadata version: 2022-10-02

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Wenting Chen, Xin-Jiang He, Sha Lin:
Pricing credit default swaps with Parisian and Parasian default mechanics. Commun. Stat. Simul. Comput. 51(2): 421-431 (2022)

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