"A multinomial tree model for pricing credit default swap options."

Yi-Ping Chang, Ming-Chin Hung, Yi-Chen Ko (2011)

Details and statistics

DOI: 10.1007/S00180-010-0212-6

access: closed

type: Journal Article

metadata version: 2020-07-08

a service of  Schloss Dagstuhl - Leibniz Center for Informatics