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~isPartOf:"Essays on the market structure and pricing of credit derivatives"
~isPartOf:"Journal of banking & finance"
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Essays on the market structure and pricing of credit derivatives
Journal of banking & finance
Research paper series / Swiss Finance Institute
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Unspanned stochastic volatility and fixed income derivatives pricing
Casassus, Jaime
;
Collin-Dufresne, Pierre
;
Goldstein, Bob
- In:
Journal of banking & finance
29
(
2005
)
11
,
pp. 2723-2749
Persistent link: https://www.econbiz.de/10003121044
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