"Research on CDS pricing model with endogenous recovery rate."

Xiaojing Lin, Yaming Zhuang, Jing Zhang (2018)

> Home

Details and statistics

DOI: 10.1016/J.CNSNS.2018.02.004

access: closed

type: Journal Article

metadata version: 2021-12-25

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/cnsns/LinZZ18
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/cnsns/LinZZ18
Xiaojing Lin, Yaming Zhuang, Jing Zhang:
Research on CDS pricing model with endogenous recovery rate. Commun. Nonlinear Sci. Numer. Simul. 62: 18-26 (2018)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.