<?xml version="1.0"?>
<dblp>
<article key="journals/ior/ChenG08" mdate="2009-09-04">
<author>Zhiyong Chen</author>
<author>Paul Glasserman</author>
<title>Fast Pricing of Basket Default Swaps.</title>
<pages>286-303</pages>
<year>2008</year>
<volume>56</volume>
<journal>Operations Research</journal>
<number>2</number>
<ee>http://dx.doi.org/10.1287/opre.1070.0456</ee>
<url>db/journals/ior/ior56.html#ChenG08</url>
</article>
</dblp>
