Author: Leung Tim Yamazaki Kazutoshi
Publisher: Routledge Ltd
ISSN: 1469-7688
Source: Quantitative Finance, Vol.13, Iss.1, 2013-01, pp. : 137-157
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
Valuation of credit default swaps and swaptions
Finance and Stochastics, Vol. 8, Iss. 3, 2004-08 ,pp. :
Pricing credit default swaps with bilateral value adjustments
By Lipton Alexander Savescu Ioana
Quantitative Finance, Vol. 14, Iss. 1, 2014-01 ,pp. :
Time consistency of Lévy models
Quantitative Finance, Vol. 3, Iss. 1, 2003-01 ,pp. :