Enhancing credit default swap valuation with meshfree methods
Alexander Guarin; Xiaoquan Liu; Wing Lon Ng
| Year of publication: |
2011
|
|---|---|
| Authors: | Guarin, Alexander ; Liu, Xiaoquan ; Wing Lon Ng |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 214.2011, 3 (1.11.), p. 805-813
|
| Subject: | Kreditderivat | Credit derivative | Theorie | Theory | Kreditrisiko | Credit risk | Swap | Kreditversicherung | Credit insurance |
| Extent: | graph. Darst. |
|---|---|
| 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/10009316165