An efficient algorithm for basket default swap valuation
Mi-hsiu Chiang, Meng-lan Yueh, and Ming-hua Hsieh
| Year of publication: |
2007
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|---|---|
| Authors: | Chiang, Mi-hsiu ; Yueh, Meng-lan ; Hsieh, Ming-hua |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 15.2007, 2, p. 8-19
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| Subject: | Optionspreistheorie | Option pricing theory | Swap | Finanzmathematik | Mathematical finance | Stichprobenerhebung | Sampling | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003673297