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Valuation of a basket loan credit default swap
Liang, Jin; Zhou, Yujing - In: International journal of financial research 1 (2010) 1, pp. 21-29
Persistent link: https://www.econbiz.de/10009305958
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Valuation of loan credit default swaps correlated prepayment and default risks with stochastic recovery rate
Wu, Yuan; Liang, Jin - In: International journal of financial research 3 (2012) 2, pp. 60-68
Persistent link: https://www.econbiz.de/10009630619
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Valuation of credit contingent interest rate swap
Liang, Jin; Xu, Yin - In: Risk and decision analysis 4 (2013) 1, pp. 39-46
Persistent link: https://www.econbiz.de/10009782583