Valuation of a loan-only credit default swap with negatively correlated default and prepayment intensities

✍ Scribed by Liang, Jin; Wang, Tao

• Book ID: 126690198
• Publisher: Taylor and Francis Group
• Year: 2012
• Tongue: English
• Weight: 285 KB
• Volume: 89
• Category: Article
• ISSN: 0020-7160
• DOI: 10.1080/00207160.2012.657184