A revised version of the Cathcart & El-Jahel model and its application to CDS market
Davide Radi, Vu Phuong Hoang, Gabriele Torri, Hana Dvořáčková
| Year of publication: |
2021
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|---|---|
| Authors: | Radi, Davide ; Vu Phuong Hoang ; Torri, Gabriele ; Dvořáčková, Hana |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 669-705
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| Subject: | Credit risk | Hybrid models | Credit default swaps | Kreditrisiko | Kreditderivat | Credit derivative | Theorie | Theory | Kreditversicherung | Credit insurance |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-021-00350-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794981