Pricing equity default swaps under the jump-to-default extended CEV model
| Year of publication: |
2011
|
|---|---|
| Authors: | Mendoza-Arriaga, Rafael ; Linetsky, Vadim |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 15.2011, 3, p. 513-541
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