Semi-Analytical Valuation of Basket Credit Derivatives in Intensity-Based Models
- 期刊名称The Journal of Derivatives
- 作者Mortensen, Allan
- 卷第13卷
- 期第4期
- 印刷ISSN1074-1240
- 文件大小740.14KB
- 发表时间2006-01
- DOI10.3905/jod.2006.635417
- 页码8-26
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