The predictive performance of a path-dependent exotic-option credit risk model in the emerging market

✍ Scribed by Dar-Hsin Chen; Heng-Chih Chou; David Wang; Rim Zaabar

• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 233 KB
• Volume: 390
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2010.10.030