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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg; Zhou, Chunsheng - In: Journal of monetary economics 48 (2001) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10001606056
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Credit derivatives in banking : useful tools for managing risk?
Duffee, Greg - 1997
Persistent link: https://www.econbiz.de/10000962036
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Path-dependent option valuation when the underlying path is discontinuous
Zhou, Chunsheng - 1997
Persistent link: https://www.econbiz.de/10000633272