The Valuation of Credit Default Swap Options
- 28 February 2003
- journal article
- Published by With Intelligence LLC in The Journal of Derivatives
- Vol. 10 (3) , 40-50
- https://doi.org/10.3905/jod.2003.319200
Abstract
No abstract availableThis publication has 2 references indexed in Scilit:
- Valuing Credit Default Swaps IThe Journal of Derivatives, 2000
- LIBOR and swap market models and measuresFinance and Stochastics, 1997