Multi-factor approach for pricing basket credit linked notes under issuer default risk
Po-Cheng Wu
| Year of publication: |
2011
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|---|---|
| Authors: | Wu, Po-cheng |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 25365666. - Vol. 5.2011, 3, p. 115-128
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009897528