A Spread-Based Model for the Valuation of Credit Derivatives with Correlated Defaults and Counter-Party Risks

Chuang Chang Chang, Yu Jih-Chieh

研究成果: 書貢獻/報告類型篇章同行評審

1 引文 斯高帕斯(Scopus)

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Keyphrases

Economics, Econometrics and Finance