Single name credit default swaptions meet single sided jump models
| Year of publication: |
2008
|
|---|---|
| Authors: | Jönsson, Henrik ; Schoutens, Wim |
| Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 13875164. - Vol. 11.2008, 1, p. 153
|