Enhancing credit default swap valuation with meshfree methods
| Year of publication: |
2011
|
|---|---|
| Authors: | Guarin, Alexander ; Liu, Xiaoquan ; Ng, Wing Lon |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 2430034. - Vol. 214.2011, 3 (1.11.), p. 805-814
|