The value of the ‘swap’ feature in equity default swaps

DOI10.1080/14697680500467822zbMath1132.91012OpenAlexW2065908164MaRDI QIDQ5475312

Javier Gil-Bazo

Publication date: 16 June 2006

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10016/7495

Mathematics Subject Classification ID

Related Items (1)

Pricing catastrophe swaps: a contingent claims approach

Cites Work

• The Pricing of Options and Corporate Liabilities

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