An Efficient Algorithm for Basket Default Swap Valuation
| Year of publication: |
2007
|
|---|---|
| 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 : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 15.2007, 2, p. 8-19
|