Basket CDS pricing with interacting intensities
Harry Zheng; Lishang Jiang
| Year of publication: |
2009
|
|---|---|
| Authors: | Zheng, Harry ; Jiang, Lishang |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 13.2009, 3, p. 445-469
|
| Subject: | Ausfallrisiko | Kreditderivat | Credit derivative | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10003899327