Pricing credit default swap with nonlinear dependence
| Year of publication: |
2011
|
|---|---|
| Authors: | Shieh, Shwu-Jane ; Lin, Chih-Yung |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 21.2011, 4, p. 261-270
|