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Basket credit default swap pricing with two defaultable counterparties - MaRDI portal

Basket credit default swap pricing with two defaultable counterparties (Q2122272)

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Basket credit default swap pricing with two defaultable counterparties
scientific article

    Statements

    title
    Basket credit default swap pricing with two defaultable counterparties (English)
    0 references
    DOI
    10.1155/2022/3844001
    0 references
    author
    Yanyan Li
    0 references
    publication date
    6 April 2022
    0 references
    zbMATH DE Number
    7503760
    0 references
    OpenAlex ID
    W4221010779
    0 references
     
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