Applying a three-factor defaultable term structure model to the pricing of credit default options

✍ Scribed by Bernd Schmid; Anna Kalemanova

• Book ID: 117714898
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 240 KB
• Volume: 11
• Category: Article
• ISSN: 1057-5219
• DOI: 10.1016/s1057-5219(02)00072-8