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Credit Value Adjustment in the Extended Structural Default Model
Lipton, Alexander; Rennie, Andrew - In: The Oxford handbook of credit derivatives. 2012
Persistent link: https://www.econbiz.de/10012882002
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Structural default model with mutual obligations
Itkin, Andrey; Lipton, Alexander - In: Review of derivatives research 20 (2017) 1, pp. 15-46
Persistent link: https://www.econbiz.de/10011930552
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Credit value adjustment for credit default swaps via the structural default model
Lipton, Alexander; Sepp, Artur - In: The journal of credit risk : published quarterly by … 5 (2009/10) 2, pp. 127-150
Persistent link: https://www.econbiz.de/10003874116