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                                       Details for article 44 of 61 found articles
 
 
  Pricing basket default swaps in a tractable shot noise model
 
 
Title: Pricing basket default swaps in a tractable shot noise model
Author: Herbertsson, Alexander
Jang, Jiwook
Schmidt, Thorsten
Appeared in: Statistics & probability letters
Paging: Volume 81 (2011) nr. 8 pages 12 p.
Year: 2011
Contents:
Publisher: Elsevier B.V.
Source file: Elektronische Wetenschappelijke Tijdschriften
 
 

                             Details for article 44 of 61 found articles
 
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