A Joint Analysis of the Term Structure of Credit Default Swap Spreads and the Implied Volatility Surface
| Year of publication: |
2013
|
|---|---|
| Authors: | Fonseca, José Da ; Gottschalk, Katrin |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 33.2013, 6, p. 494-517
|
| Publisher: |
John Wiley & Sons, Ltd. |