The valuation of correlation-dependent credit derivatives using a structural model
John Hull; Mirela Predescu; Alan White
| Year of publication: |
2010
|
|---|---|
| Authors: | Hull, John ; Predescu, Mirela ; White, Alan |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Incisive Media, ISSN 1744-6619, ZDB-ID 21704223. - Vol. 6.2010/11, 3, p. 99-132
|
| Type of publication: | Article |
|---|---|
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009932490