CUTTING EDGE: Hybrid models - A structural approach to EDS pricing - Structural credit models have been used to price both credit and equity derivatives, making them a natural framework to price equity default swaps. Using such a framework, the authors derive an analytic expression for the EDS spread, before analysing its relationship with the properties of the reference firm.

A framework to measure integrated risk

Medova, Elena, (2005)

Users and Uses of Environmental Accounts : A Review of Select Developed Countries

Smith, Robert, (2020)

Long term spread option valuation and hedging

Dempster, M.A.H., (2008)