Pricing kth-to-default swaps in a Lévy-time framework
Jan-Frederik Mai; Matthias Scherer
| Year of publication: |
2009
|
|---|---|
| Authors: | Mai, Jan-Frederik ; Scherer, Matthias |
| 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, 3, p. 55-70
|
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932474