Numerical valuation of basket credit derivatives in structural jump-diffusion models
| Year of publication: |
2012
|
|---|---|
| Authors: | Bujok, Karolina ; Reisinger, Christoph |
| Published in: |
The journal of computational finance. - London : Incisive Media, ISSN 1460-1559, ZDB-ID 1433009x. - Vol. 15.2012, 4, p. 115-159
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