An approximation method for analysis and valuation of credit correlation derivatives
| Year of publication: |
2006
|
|---|---|
| Authors: | Egami, Masahiko ; Esteghamat, Kian |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 30.2006, 2, p. 341-364
|
| Publisher: |
Elsevier |