Pricing the credit default swap rate for jump diffusion default intensity processes
| Year of publication: |
2010
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|---|---|
| Authors: | Ma, Yong-Ki ; Kim, Jeong-Hoon |
| Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 10.2010, 8, p. 809-817
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| Publisher: |
Taylor & Francis Journals |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008675018