ChenG08'

BibTeX

@article{DBLP:journals/ior/ChenG08,
  author    = {Zhiyong Chen and
               Paul Glasserman},
  title     = {Fast Pricing of Basket Default Swaps},
  journal   = {Operations Research},
  volume    = {56},
  number    = {2},
  year      = {2008},
  pages     = {286-303},
  ee        = {http://dx.doi.org/10.1287/opre.1070.0456},
  bibsource = {DBLP, http://dblp.uni-trier.de}
}