A Discrete-Time Approach to Arbitrage-Free Pricing of Credit Derivatives
| Year of publication: |
2000
|
|---|---|
| Authors: | Ranjan Das, Sanjiv ; Sundaram, Rangarajan K. |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Hanover, Md : INFORMS, ISSN 0025-1909, ZDB-ID 2063451. - Vol. 46.2000, 1, p. 46-62
|