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"Enhancing credit default swap valuation with meshfree methods."

Alexander Guarin, Xiaoquan Liu, Wing Lon Ng (2011)

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DOI: 10.1016/J.EJOR.2011.05.046

access: closed

type: Journal Article

metadata version: 2020-02-21

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Alexander Guarin, Xiaoquan Liu, Wing Lon Ng:
Enhancing credit default swap valuation with meshfree methods. Eur. J. Oper. Res. 214(3): 805-813 (2011)

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