Pricing constant-maturity credit default swaps under jum dynamics
Henrik Jönsson; Wim Schoutens
| Year of publication: |
2009
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|---|---|
| Authors: | Jönsson, Henrik ; Schoutens, Wim |
| 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. 75-95
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932461