Credit default swaps: implied ratings versus official ones
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Publication:1936658
DOI10.1007/S10288-011-0195-3zbMath1261.90024OpenAlexW1970024843MaRDI QIDQ1936658
Rosella Giacometti, Rosella Castellano
Publication date: 6 February 2013
Published in: 4OR (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10288-011-0195-3
Applications of statistics to actuarial sciences and financial mathematics (62P05) Linear programming (90C05) Signaling and communication in game theory (91A28)
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