How Well do Classical Credit Risk Pricing Models Fit Swap Transaction Data?
| Year of publication: |
1998
|
|---|---|
| Authors: | Cossin, Didier ; Pirotte, Hugues |
| Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Blackwell, ISSN 1354-7798, ZDB-ID 12353784. - Vol. 4.1998, 1, p. 65-78
|