DERIVATIVES - Pricing Credit Default Swaps with Option-Implied Volatility
| Year of publication: |
2011
|
|---|---|
| Authors: | Cao, Charles ; Yu, Fan ; Zhong, Zhaodong |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 67.2011, 4, p. 67-77
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