Modeling credit spreads with the Cheyette model and its application to credit default swaptions
Kalina Natcheva-Acar; Sarp Kaya Acar; Martin Krekel
| Year of publication: |
2009
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| Authors: | Natcheva-Acar, Kalina ; Acar, Sarp Kaya ; Krekel, Martin |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 5.2009/10, 1, p. 47-71
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010007223