Bilateral counterparty risk valuation for credit default swap in a contagion model using Markov chain

✍ Scribed by Dong, Yinghui; Wang, Guojing

• Book ID: 121749404
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 699 KB
• Volume: 40
• Category: Article
• ISSN: 0264-9993
• DOI: 10.1016/j.econmod.2014.03.004