VALUING DEFAULT SWAPS UNDER MARKET AND CREDIT RISK CORRELATION
| Year of publication: |
2002
|
|---|---|
| Authors: | Jarrow, Robert A. ; Yildirim, Yildiray |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 11.2002, 4, p. 7-19
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