A multinomial tree model for pricing credit default swap options
| Year of publication: |
2011
|
|---|---|
| Authors: | Chang, Yi-Ping ; Hung, Ming-Chin ; Ko, Yi-Chen |
| Published in: |
Computational Statistics. - Springer. - Vol. 26.2011, 1, p. 95-120
|
| Publisher: |
Springer |
| Subject: | Credit default swap | Option Multinomial tree | Moment matching |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925415