Fast Pricing of Basket Default Swaps
| Year of publication: |
2008
|
|---|---|
| Authors: | Chen, Zhiyong ; Glasserman, Paul |
| Published in: |
Operations research : the journal of the Operations Research Society of America. - Linthicum, Md : INFORMS, ISSN 0030-364X, ZDB-ID 1233890. - Vol. 56.2008, 2, p. 286-303
|