Applying a three-factor defaultable term structure model to the pricing of credit default options
| Year of publication: |
2002
|
|---|---|
| Authors: | Schmid, Bernd ; Kalemanova, Anna |
| Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 11.2002, 2, p. 139-158
|
| Publisher: |
Elsevier |